An adaptive truncated product method for combining dependent \(p\)-values

DOI10.1016/J.ECONLET.2013.02.013zbMath1282.62251OpenAlexW3126033978WikidataQ37079165 ScholiaQ37079165MaRDI QIDQ2437198

Jingyun Yang, Xuguang Sheng

Publication date: 3 March 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.013

zbMATH Keywords

\(p\)-valuepanel cointegrationadaptivetruncated product method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

A combined \(p\)-value test for the mean difference of high-dimensional data ⋮ A modified combinedp-value multiple test

Cites Work

• Bootstrapping cointegrating regressions
• Resampling-based multiple testing for microarray data analysis (With comments)
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
• Cross-sectional correlation robust tests for panel cointegration
• LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
• Tests for Genetic Differentiation

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