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Statistical inference for bounded time series with unit roots / Mohammed Ahmed Farouk Ahmed ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Mohammed Ahmed Farouk Ahmed , 2019Description: 162 Leaves ; 30cmOther title:
  • الاستدلال الإحصائى للسلاسل الزمنية المحدودة المحتوية على جذور الوحدة [Added title page title]
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Dissertation note: Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Statistics and Econometrics Summary: According to Granger (2010), the limited process is one that has bounds either below (at zero, say) or above (full capacity) or both. Indeed, many important economic and financial series are bounded in this sense. There are many literature review which discussed the topic of unit root tests of bounded time series Cavaliere (2000, 2001, 2005), Nicolau (2002), Cavaliere and Xu (2011), Carrion and Gadea (2013, 2015) but they all concentrated on the model of bounded AR (1) with constant or without constant under various assumptions for the error terms, and in this thesis the concentrate will be on the model of bounded AR (2) with constant and without constant in the case of independent errors and dependent errors, the thesis contains the following five chapters
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Item type Current library Home library Call number Copy number Status Date due Barcode
Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.Ph.D.2019.Mo.S (Browse shelf(Opens below)) Not for loan 01010110079789000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.Ph.D.2019.Mo.S (Browse shelf(Opens below)) 79789.CD Not for loan 01020110079789000

Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Statistics and Econometrics

According to Granger (2010), the limited process is one that has bounds either below (at zero, say) or above (full capacity) or both. Indeed, many important economic and financial series are bounded in this sense. There are many literature review which discussed the topic of unit root tests of bounded time series Cavaliere (2000, 2001, 2005), Nicolau (2002), Cavaliere and Xu (2011), Carrion and Gadea (2013, 2015) but they all concentrated on the model of bounded AR (1) with constant or without constant under various assumptions for the error terms, and in this thesis the concentrate will be on the model of bounded AR (2) with constant and without constant in the case of independent errors and dependent errors, the thesis contains the following five chapters

Issued also as CD

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