The Error-in-Rejection Probability of Meta Analytic Panel Tests

C.H. Hanck*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review


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.
Original languageEnglish
Pages (from-to)27-30
Number of pages4
JournalEconomics Letters
Publication statusPublished - 1 Jan 2008

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