El-Sayed, Sayed Meshaal and EL- Sheikh, Ahmed Amin and Ahmed, Mohammed Ahmed Farouk (2020) Test of Unit Root for Bounded AR (2) Model. Journal of Advances in Mathematics and Computer Science, 35 (9). pp. 14-33. ISSN 2456-9968
![[thumbnail of Sheikh3592020JAMCS64076.pdf]](http://article.researchpromo.com/style/images/fileicons/text.png)
Text
Sheikh3592020JAMCS64076.pdf - Published Version
Download (572kB)
Official URL: https://doi.org/10.9734/jamcs/2020/v35i930320
Abstract
In this paper, the test of unit root for bounded AR (2) model with constant term and dependent errors has been derived. Asymptotic distributions of OLS estimators and t-type statistics under different tests of hypotheses have been derived. A simulation study has been established to compare between different tests of the unit root. Mean squared error (MSE) and Thiel's inequality coefficient (Thiel’s U) have been considered as criteria of comparison.
| Item Type: | Article |
|---|---|
| Subjects: | STM Academic > Mathematical Science |
| Depositing User: | Unnamed user with email support@stmacademic.com |
| Date Deposited: | 21 Apr 2023 07:45 |
| Last Modified: | 29 Feb 2024 04:31 |
| URI: | http://article.researchpromo.com/id/eprint/307 |
Actions (login required)
- View Item