The error-in-rejection probability of meta-analytic panel tests

DOI10.1016/J.ECONLET.2008.03.029MaRDI QIDQ1934902zbMATH OpenOpenAlexFDO

Authors Christoph Hanck

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/23127

zbMATH Keywords

error-in-rejection probabilitymeta-analysispanel unit root tests

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Economic time series analysis (91B84)

Recommendations

• A Meta Analytic Approach to Testing for Panel Cointegration
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Cites work

• A Meta Analytic Approach to Testing for Panel Cointegration
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Econometric Theory and Practice
• scientific article; zbMATH DE number 4090552 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
• Time Series Regression with a Unit Root

Cited in

(5)

• Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods
• A simple nonstationary-volatility robust panel unit root test
• A Meta Analytic Approach to Testing for Panel Cointegration
• Nonlinear IV panel unit root testing under structural breaks in the error variance
• An intersection test for panel unit roots

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