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العنوان
Statistical inference for bounded time series with unit roots /
الناشر
Mohammed Ahmed Farouk Ahmed ,
المؤلف
Mohammed Ahmed Farouk Ahmed
هيئة الاعداد
باحث / Mohammed Ahmed Farouk Ahmed
مشرف / Sayed Meshaal Elsayed
مشرف / Ahmed Amin Elsheikh
مناقش / Sayed Meshaal Elsayed
تاريخ النشر
2019
عدد الصفحات
162 Leaves ;
اللغة
الإنجليزية
الدرجة
الدكتوراه
التخصص
الإقتصاد ، الإقتصاد والمالية (متفرقات)
تاريخ الإجازة
12/11/2019
مكان الإجازة
جامعة القاهرة - المكتبة المركزية - Applied Statistics and Econometrics
الفهرس
Only 14 pages are availabe for public view

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Abstract

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