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

Jesús Otero, Jeremy Smith

Resultado de la investigación: Contribución a RevistaArtículo

6 Citas (Scopus)

Resumen

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. © 2011 Springer Science+Business Media, LLC.
Idioma originalEnglish (US)
Páginas (desde-hasta)1-9
Número de páginas9
PublicaciónComputational Economics
DOI
EstadoPublished - ene 1 2013

Huella dactilar

Statistics
Specifications
Response surface
Coefficients
Excel
Test statistic
Panel unit root
Quantile
P value

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Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots. / Otero, Jesús; Smith, Jeremy.

En: Computational Economics, 01.01.2013, p. 1-9.

Resultado de la investigación: Contribución a RevistaArtículo

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