Far East Journal of Theoretical Statistics
Volume 18, Issue 2, Pages 219 - 230
(March 2006)
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PERFORMANCE OF THE UNIT ROOT ESTIMATORS ON CRUDE BIRTH
RATE IN EGYPT
Ahmed H. Youssef (Egypt) and Fuad A. Awwad (Kingdom of Saudi Arabia)
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Abstract: A comparison among Ordinary Least Squares (OLS),
Weighted Symmetric (WS), Modified Weighted Symmetric (MWS), Maximum Likelihood
(ML), and our new modification for Modified Weighted Symmetric (NMWS) estimators
for the first order autoregressive are studied in the case of unit root by using
Crude Birth Rate (CBR) data from 1900 to 2003 in Egypt. We found that all
previous estimators lead to accept the null hypothesis of a unit root at 5%
level of significance. We also obtained the cumulative distribution of NMWS t for
unit root by using Monte Carlo method. |
Keywords and phrases: application of first
order autoregressive, unit root estimators, unit roots predictor. |
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