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,..
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
The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This article develops on another
