In this article, we present response surface coefficients for a large range of quantiles of the Elliott, Rothenberg, and Stock (1996, Econometrica 64: 813– 836) unit-root tests, for different combinat
This R script contains the code used to run all the analyses presented in our manuscript. It relies on one other script ("checkAssumptions.R") to check statistical assumptions.
This paper compares four methods of combining n independent tests. The methods are Fisher, logistic, sum of p-values and inverse normal. It is assumed that n independent test statistics {T(i),i = 1,..