| dc.contributor.author | Pekmezci, Aytaç | |
| dc.contributor.author | Dilek, Mustafa | |
| dc.date.accessioned | 2020-11-20T15:03:30Z | |
| dc.date.available | 2020-11-20T15:03:30Z | |
| dc.date.issued | 2016 | |
| dc.identifier.issn | 0361-0918 | |
| dc.identifier.issn | 1532-4141 | |
| dc.identifier.uri | https://doi.org/10.1080/03610918.2014.889157 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12809/2734 | |
| dc.description | WOS: 000377774300016 | en_US |
| dc.description.abstract | 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 been found that some tests are not appropriate in testing cointegration in terms of empirical power and type I error probability. As a result of simulation study, (max) test for any values of and sample sizes have been found most appropriate test in conclusion. | en_US |
| dc.item-language.iso | eng | en_US |
| dc.publisher | Taylor & Francis Inc | en_US |
| dc.item-rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Cointegration Analysis | en_US |
| dc.subject | Generating Time Series | en_US |
| dc.subject | Widely Cointegration Tests | en_US |
| dc.subject | 37M10 | en_US |
| dc.subject | 37M05 | en_US |
| dc.title | The Comparison of Performances of Widely Used Cointegration Tests | en_US |
| dc.item-type | article | en_US |
| dc.contributor.department | MÜ, Fen Fakültesi, İstatistik Bölümü | en_US |
| dc.contributor.institutionauthor | Pekmezci, Aytaç | |
| dc.identifier.doi | 10.1080/03610918.2014.889157 | |
| dc.identifier.volume | 45 | en_US |
| dc.identifier.issue | 6 | en_US |
| dc.identifier.startpage | 2070 | en_US |
| dc.identifier.endpage | 2080 | en_US |
| dc.relation.journal | Communications in Statistics-Simulation and Computation | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
