Solution Boundary Sign Problems by Akter Rinat (7 results)
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2012
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Condition: New. pp. 188.
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Taschenbuch. Condition: Neu. A Solution to Boundary and Sign Problems of Unit Root Test | On the Sign and Boundary Problems of Unit Root Tests and Modified Dickey-Fuller Test for Testing Unit Root | Rinat Akter | Taschenbuch | Englisch | LAP Lambert Academic Publishing | EAN 9783659306402 | Verantwortliche Person für die EU: pre…igu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Akter RinatRinat Akter, Master of Science(MS): Studied Statistics at Jahangirnagar University, Dhaka, Bangladesh. Lecturer of Statistics at Daffodil International University, Dhaka, Bangladesh.Usual tes…t of testing unit root test.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2012
- Softcover
- Print on Demand
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Condition: New. Print on Demand pp. 188 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2012
- Softcover
- Print on Demand
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Condition: New. PRINT ON DEMAND pp. 188.
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Usual test of testing unit root tests such as Dickey-Fuller (DF), Augmented Dickey-Fuller (ADF), Phillips-Perron (PP) and Kwiatkowski, Phillips, Schmidt, and Shin (KPSS) tests ignore sign and boundary parameters. Ignorance of these probl…ems may results in unusual estimate and test results. This paper demonstrates the ignorance of sign and boundary of parameters and consequences in estimation and hypothesis test by Monte Carlo simulation. This work proposes a distance-based optimum solution for testing unit root subject to the restriction of boundary and sign problem. Monte Carlo simulation study shows that the proposed one-sided test of testing unit root performs better than the usual tests interms of power property.
