Article ID Journal Published Year Pages File Type
5061702 Economics Letters 2008 4 Pages PDF
Abstract
The puzzling Monte Carlo finding that the size distortion of meta-analytic panel unit root tests increases with the number of panel series is explained as the cumulative effect of arbitrarily small size distortions in the time series tests composing the panel test.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The Error-in-Rejection Probability of meta-analytic panel tests
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