Intersection tests for the cointegrating rank in dependent panel data
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Cites work
- A Meta Analytic Approach to Testing for Panel Cointegration
- A Note on Combining Dependent Tests of Significance
- A stagewise rejective multiple test procedure based on a modified Bonferroni test
- An improved Bonferroni procedure for multiple tests of significance
- An intersection test for panel unit roots
- Estimators based on Kendall's tau in multivariate copula models
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Multivariate concordance
- Panel unit root tests under cross‐sectional dependence
- Panel unit root tests with cross-section dependence: a further investigation
- Simes' procedure is ‘valid on average’
- Some probability inequalities for ordered MTP₂ random variables: a proof of the Simes conjecture
- Testing cointegration in infinite order vector autoregressive processes
- Testing weak cross-sectional dependence in large panels
- The performance of panel cointegration methods: results from a large scale simulation study
- Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process
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