The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison

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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
PLOS ONE
İngilizce
1
2022
17
16
1932-6203
Elektronik
Fen Bilimleri ve Matematik Temel Alanı>İstatistik>İstatistiksel Analiz
6088430
2025-01-19 21:07:59
Özgün Makale
http://dx.doi.org/10.1371/journal.pone.0259994