Combination of Tests for Cointegration in Cross-Correlated Panels
Author:
Affiliation:
1. Indiana University; Bloomington IN USA
Funder
Deutsche Forschungsgemeinschaft
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/obes.12263/fullpdf
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1. A PANIC attack on unit roots and cointegration;Bai;Econometrica,2004
2. Testing for PPP: should we use panel methods?;Banerjee;Empirical Economics,2005
3. Combination of “combinations of p values”;Cheng;Empirical Economics,2017
4. Unit root tests for panel data;Choi;Journal of International Money and Finance,2001
5. Gatekeeping strategies for clinical trials that do not require all primary effects to be significant;Dmitrienko;Statistics in Medicine,2003
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