Browsing İktisat Bölümü Yayın Koleksiyonu by Author "Hussan, Mehmood"

Now showing items 1-2 of 2

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 ...