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Some aspects of statistical inference in cointegrating relations / Dahir Abbas Reda ; Supervised Ghazal Abdelaziz Amer , Elhoussainy Abdelbar Rady , Alaa Ahmed Abdelaziz

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Dahir Abbas Reda , 2011Description: 109 Leaves ; 30cmOther title:
  • بعض جوانب الاستدلال الاحصائي في العلاقات التكامليه [Added title page title]
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Dissertation note: Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics Summary: 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
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Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.Ph.D.2011.Da.S (Browse shelf(Opens below)) Not for loan 01010110056498000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.Ph.D.2011.Da.S (Browse shelf(Opens below)) 56498.CD Not for loan 01020110056498000

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

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

Issued also as CD

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