Combining p-values in non-stationary panels

DOI10.1080/03610918.2013.821483zbMATH Open1416.62532OpenAlexW2050302182MaRDI QIDQ5265799FDOQ5265799

Authors: Shaowen Wu, Yong Yin 

Publication date: 29 July 2015

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.821483

Recommendations

• Panel unit root tests by combining dependent \(P\) values: a comparative study
• Unit root tests in panel data: asymptotic and finite-sample properties
• On the power and interpretation of panel unit root tests
• Mean group tests for stationarity in heterogeneous panels
• A note on the pooling of individual panic unit root tests

zbMATH Keywords

meta analysisunit-root testFisher test\(p\)-value pooling approachnon-stationary panel

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Linear Regression Limit Theory for Nonstationary Panel Data
• Title not available (Why is that?)
• Testing for unit roots in heterogeneous panels.
• Unit root tests in panel data: asymptotic and finite-sample properties
• An extended table of chi-square for two degrees of freedom, for use in combining probabilities from independent samples

Cited In (1)

• Panel unit root tests by combining dependent \(P\) values: a comparative study

This page was built for publication: Combining \(p\)-values in non-stationary panels

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265799)