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

DOI10.1016/j.econlet.2008.03.029zbMath1255.91354OpenAlexW2163448238MaRDI QIDQ1934902

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

meta-analysispanel unit root testserror-in-rejection probability

Mathematics Subject Classification ID

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

Related Items (5)

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

Cites Work

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• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• A Meta Analytic Approach to Testing for Panel Cointegration
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Time Series Regression with a Unit Root
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
• Econometric Theory and Practice

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