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Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots
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Otero, Jesus and Smith, Jeremy (2013) Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots. Computational Economics, Volume 41 (Number 1). pp. 1-9. doi:10.1007/s10614-011-9309-4 ISSN 0927-7099.
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Official URL: http://dx.doi.org/10.1007/s10614-011-9309-4
Abstract
This paper estimates response surface coefficients for a large range of quantiles of the cross-sectionally augmented IPS (CIPS) test of Pesaran (2007), for different specifications of the deterministic components. An Excel programme is available to calculate the P value associated with a CIPS test statistic.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Social Sciences > Economics | ||||
Journal or Publication Title: | Computational Economics | ||||
Publisher: | Springer New York LLC | ||||
ISSN: | 0927-7099 | ||||
Official Date: | 2013 | ||||
Dates: |
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Volume: | Volume 41 | ||||
Number: | Number 1 | ||||
Page Range: | pp. 1-9 | ||||
DOI: | 10.1007/s10614-011-9309-4 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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