Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots

Jesús Otero, Jeremy Smith

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)1-9
Number of pages9
JournalComputational Economics
Volume41
Issue number1
DOIs
StatePublished - 2013

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance (miscellaneous)
  • Computer Science Applications

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