Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Uwe Hassler and Verena Werkmann
| Year of publication: |
2014
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|---|---|
| Authors: | Hassler, Uwe ; Werkmann, Verena |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 234.2014, 1, p. 23-43
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| Subject: | panel unit root test | uncovered interest rate parity | combination of p-values | multiple testing | bootstrap | Einheitswurzeltest | Unit root test | Zinsparität | Interest rate parity | Panel | Panel study | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity |