Combination of “combinations of p values”

Author:

Cheng Lan,Sheng Xuguang Simon

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference36 articles.

1. Andrade P, Le Bihan H (2013) Inattentive professional forecasters. J Monet Econ 60:967–982

2. Bai J, Ng S (2004) A PANIC attack on unit roots and cointegration. Econometrica 72:1127–1177

3. Baltagi B (2008) Econometric analysis of panel data, 4th edn. Wiley, Hoboken

4. Bayer C, Hanck C (2013) Combining non-cointegration tests. J Time Ser Anal 34:83–95

5. Birnbaum A (1954) Combining independent tests of significance. J Am Stat Assoc 49:559–574

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