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Browsing İktisat Bölümü Yayın Koleksiyonu by Author "Hussan, Mehmood"
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Most stringent test of null of cointegration: A Monte Carlo comparison
Khan, Asad ul Islam; Khan, Waqar Muhammad; Hussan, Mehmood. (Taylor & Francis, 2019)To test for the existence of long run relationship, a variety of null of cointegration tests have been developed in literature. This study is aimed at comparing these tests on basis of size and power using stringency ... -
On the ranks of tests having null of cointegration: A Monte Carlo comparison
Isac, Nicoleta; Dobrin, Cosmin; Hussan, Mehmood; Khan, Asad ul Islam; Marin, Alina-Andreea. (Research Center Public ADM & Public Service, 2020)The null of cointegration tests for testing the existence of cointegration are available in literature in great diversity. The selection of a particular test from all these available tests is the crucial problem and often ...