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.
All Science Journal Classification (ASJC) codes
- Economics, Econometrics and Finance (miscellaneous)
- Computer Science Applications