The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison
AYSAN AHMET FARUK, GÜNEY İBRAHİM, ISAC NICOLETA, KHAN ASAD UL ISLAM
İngilizce
Elektronik
Fen Bilimleri ve Matematik Temel Alanı>İstatistik>İstatistiksel Analiz
2025-01-19 21:07:59
Özgün Makale
http://dx.doi.org/10.1371/journal.pone.0259994