Test of Unit Root for Bounded AR (2) Model
Sayed Meshaal El-Sayed, Ahmed Amin EL- Sheikh & Mohammed Ahmed Farouk Ahmed · Journal of Advances in Mathematics and Computer Science · 2020
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...
Open access
Research Article
10.9734/jamcs/2020/v35i930320