Combining p-values in non-stationary panels

DOI10.1080/03610918.2013.821483MaRDI QIDQ5265799zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Panel unit root tests by combining dependent P values: a comparative study
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Cites work

• scientific article; zbMATH DE number 3074510 (Why is no real title available?)
• An extended table of chi-square for two degrees of freedom, for use in combining probabilities from independent samples
• Linear Regression Limit Theory for Nonstationary Panel Data
• Testing for unit roots in heterogeneous panels.
• Unit root tests in panel data: asymptotic and finite-sample properties

Cited in

(1)

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

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