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

DOI10.1155/2011/617652zbMATH Open1229.62126OpenAlexW2045181875WikidataQ58692045 ScholiaQ58692045MaRDI QIDQ642446FDOQ642446

Authors: Xuguang Sheng, Jingyun Yang 

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/617652

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Mathematics Subject Classification ID

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

Cites Work

• An improved Bonferroni procedure for multiple tests of significance
• A Note on Combining Dependent Tests of Significance
• Title not available (Why is that?)
• Bootstrap unit root tests in panels with cross-sectional dependency
• Testing for a unit root in panels with dynamic factors
• A PANIC attack on unit roots and cointegration.
• Title not available (Why is that?)
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
• A systematic comparison of methods for combining \(p\)-values from independent tests

Cited In (2)

• A Method for Testing Additivity in Unreplicated Two‐Way Layouts Based on Combining Multiple Interaction Tests
• Combining \(p\)-values in non-stationary panels

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