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

Jesús Otero; Jeremy Smith

doi:10.1007/s10614-011-9309-4

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

Jesús Otero
, Jeremy Smith

Facultad de Economía

Producción científica: Contribución a revista › Artículo de Investigación › revisión exhaustiva

7 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.

Idioma original	Inglés estadounidense
Páginas (desde-hasta)	1-9
Número de páginas	9
Publicación	Computational Economics
Volumen	41
N.º	1
DOI	https://doi.org/10.1007/s10614-011-9309-4
Estado	Publicada - ene. 2013

Áreas temáticas de ASJC Scopus

Economía, econometría y finanzas (miscelánea)
Informática aplicada

Acceder al documento

10.1007/s10614-011-9309-4

Otros archivos y enlaces

Citar esto

@article{43197aab0f144c9f96338847b9f40733,

title = "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots",

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.",

author = "Jes{\'u}s Otero and Jeremy Smith",

note = "Funding Information: Acknowledgments The author would like to thank M. Hashem Pesaran, Takashi Yamagata and an anonymous referee for constructive comments and suggestions that helped improve our paper. This paper was started while Jes{\'u}s Otero was a Visiting Fellow in the Department of Economics at the University of Warwick. For this, the authors thank the ESRC (RES-000-22-1686) and Universidad del Rosario for financial assistance. The usual disclaimer applies",

year = "2013",

month = jan,

doi = "10.1007/s10614-011-9309-4",

language = "English (US)",

volume = "41",

pages = "1--9",

journal = "Computational Economics",

issn = "0927-7099",

publisher = "Springer Netherlands",

number = "1",

}

TY - JOUR

T1 - Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots

AU - Otero, Jesús

AU - Smith, Jeremy

N1 - Funding Information: Acknowledgments The author would like to thank M. Hashem Pesaran, Takashi Yamagata and an anonymous referee for constructive comments and suggestions that helped improve our paper. This paper was started while Jesús Otero was a Visiting Fellow in the Department of Economics at the University of Warwick. For this, the authors thank the ESRC (RES-000-22-1686) and Universidad del Rosario for financial assistance. The usual disclaimer applies

PY - 2013/1

Y1 - 2013/1

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/84872603672

UR - https://www.scopus.com/pages/publications/84872603672#tab=citedBy

U2 - 10.1007/s10614-011-9309-4

DO - 10.1007/s10614-011-9309-4

M3 - Research Article

AN - SCOPUS:84872603672

SN - 0927-7099

VL - 41

SP - 1

EP - 9

JO - Computational Economics

JF - Computational Economics

IS - 1

ER -

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

Resumen

Áreas temáticas de ASJC Scopus

Acceder al documento

Otros archivos y enlaces

Huella

Citar esto