The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison

• Ahmet Faruk Aysan ,

  Contributed equally to this work with: Ahmet Faruk Aysan, Ibrahim Guney, Nicoleta Isac, Asad ul Islam Khan

  Roles Conceptualization, Funding acquisition, Investigation, Methodology, Project administration, Resources, Software, Supervision, Writing – review & editing

  * E-mail: aaysan@hbku.edu.qa

  Affiliation College of Islamic Studies, Hamad Bin Khalifa University, Doha, Qatar

  https://orcid.org/0000-0001-7363-0116

  ⨯
• Ibrahim Guney ,

  Contributed equally to this work with: Ahmet Faruk Aysan, Ibrahim Guney, Nicoleta Isac, Asad ul Islam Khan

  Roles Conceptualization, Funding acquisition, Investigation, Methodology, Project administration, Resources, Software, Supervision, Writing – review & editing

  Affiliation Faculty of Education, Istanbul Sabahattin Zaim University, Istanbul, Turkey

  ⨯
• Nicoleta Isac ,

  Contributed equally to this work with: Ahmet Faruk Aysan, Ibrahim Guney, Nicoleta Isac, Asad ul Islam Khan

  Roles Conceptualization, Funding acquisition, Investigation, Methodology, Project administration, Resources, Software, Supervision, Writing – review & editing

  Affiliation Faculty of Business and Management Sciences, Istanbul Sabahattin Zaim University, Istanbul, Turkey

  ⨯
• Asad ul Islam Khan

  Contributed equally to this work with: Ahmet Faruk Aysan, Ibrahim Guney, Nicoleta Isac, Asad ul Islam Khan

  Roles Conceptualization, Data curation, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Faculty of Humanities and Social Sciences, Ibn Haldun University, Istanbul, Turkey

  https://orcid.org/0000-0002-5131-577X

  ⨯