Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
Year of publication: |
2014
|
---|---|
Authors: | Hassler, Uwe ; Werkmann, Verena |
Published in: |
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). - Fachbereich Wirtschaftswissenschaften, ISSN 0021-4027. - Vol. 234.2014, 1, p. 23-43
|
Publisher: |
Fachbereich Wirtschaftswissenschaften |
Subject: | Panel unit root test | uncovered interest rate parity | combination of p-values | multiple testing | bootstrap |
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Hassler, Uwe, (2014)
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