A comparison of estimators for the first order autoregressive process with a unit root

MaRDI QIDQ4905088zbMATH OpenFDO

Authors Ahmed H. Youssef, Ahmed A. El-Sheikh, Mohamed Khalifa Ahmed Issa

Publication date 15 February 2013

Full work available at URL http://www.pphmj.com/abstract/7182.htm

zbMATH Keywords

AR(1) modelexplosive time seriesMLS methodMWS methodunit roots estimators

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(2)

• Performance of the unit root estimators on crude birth rate in Egypt
• A new estimator for the unit root

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