Browsing İstatistik Bölümü Koleksiyonu by Subject "37M10"
Now showing items 1-1 of 1
-
The Comparison of Performances of Widely Used Cointegration Tests
(Taylor & Francis Inc, 2016)The aim of this study is to compare performances of commonly cointegration tests used in literature in terms of their empirical power and type I error probabilty for various sample sizes. As a result of the study, it has ...