Panel Unit Root Tests by Combining Dependent 𝑃 Values: A Comparative Study
We conduct a systematic comparison of the performance of four commonly used 𝑃 value combination methods applied to panel unit root tests: the original Fisher test, the modified inverse normal method, Simes test, and the modified truncated product method (TPM). Our simulation results show that under...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/617652 |
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