Sökning: "Abdul Aziz Ali"

Hittade 1 avhandling innehållade orden Abdul Aziz Ali.

  1. 1. On the use of wavelets in unit root and cointegration tests

    Författare :Abdul Aziz Ali; Ghazi Shukur; Johan Lyhagen; Linnéuniversitetet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Unit roots; Wavelets; Statistics Econometrics; Statistik;

    Sammanfattning : This thesis consists of four essays linked with the use of wavelet methodologies in unit root testing and in the estimation of the cointegrating parameters of bivariate models.In papers I and II, we examine the performance of some existing unit root tests in the presence of error distortions. LÄS MER