In this paper, the test of unit root for bounded AR (2) model without constant anddependent errors has been derived. Asymptotic distributions of OLS estimators and 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.
Farouk, Dr.Mohammed Ahmed. (2021). Unit Root Test of Bounded AR (2) without Constant Model in Case Dependent Errors. مجلة الشروق للعلوم التجارية, 13(13), 199-235. doi: 10.21608/sjcs.2021.225230
MLA
Dr.Mohammed Ahmed Farouk. "Unit Root Test of Bounded AR (2) without Constant Model in Case Dependent Errors". مجلة الشروق للعلوم التجارية, 13, 13, 2021, 199-235. doi: 10.21608/sjcs.2021.225230
HARVARD
Farouk, Dr.Mohammed Ahmed. (2021). 'Unit Root Test of Bounded AR (2) without Constant Model in Case Dependent Errors', مجلة الشروق للعلوم التجارية, 13(13), pp. 199-235. doi: 10.21608/sjcs.2021.225230
VANCOUVER
Farouk, Dr.Mohammed Ahmed. Unit Root Test of Bounded AR (2) without Constant Model in Case Dependent Errors. مجلة الشروق للعلوم التجارية, 2021; 13(13): 199-235. doi: 10.21608/sjcs.2021.225230
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