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

C.H. Hanck

Research output: Contribution to journalArticleAcademicpeer-review

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.
Original languageEnglish
Pages (from-to)27-30
Number of pages4
JournalEconomics Letters
Volume101
DOIs
Publication statusPublished - 1 Jan 2008

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