Browsing Matematik ve Fen Bilimleri Eğitimi Bölümü Koleksiyonu by Subject "Case report"
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The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison
(Public Library of Science, 2022)This paper evaluates the performance of eight tests with null hypothesis of cointegration on basis of probabilities of type I and II errors using Monte Carlo simulations. This study uses a variety of 132 different data ...