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