TY  - BOOK
AU  - Dahir Abbas Reda
AU  - Alaa Ahmed Abdelaziz , 
AU  - Elhoussainy Abdelbar Rady , 
AU  - Ghazal Abdelaziz Amer , 
TI  - Some aspects of statistical inference in cointegrating relations / 
PY  - 2011///
CY  - Cairo : 
PB  - Dahir Abbas Reda , 
KW  - Cointegrating relations
KW  - Econometrics
KW  - Statistical inference
N1  - Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics; Issued also as CD
N2  - The main contribution of the thesis peresented in two parts the first part introduces a comperitive study for the different methods of estinating the cointegretion depending on the values of the bias and the mean square errors (MSE) using the simulation technique. The second part proves that using the OLS method in testing the cointegration models with drift may not be too hazardous. This result is proved depending on the values of the bias and MSE
UR  - http://172.23.153.220/th.pdf
ER  -