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

This paper estimates response surface coefficients for a large range of quantiles of the cross-sectionally augmented IPS (CIPS) test of Pesaran (<CitationRef CitationID="CR13">2007</CitationRef>), for different specifications of the deterministic components. An Excel programme is available to calculate the P value associated with a CIPS test statistic. Copyright Springer Science+Business Media, LLC. 2013

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Year of publication:	2013
Authors:	Otero, Jesús ; Smith, Jeremy
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 41.2013, 1, p. 1-9
Publisher:	Society for Computational Economics - SCE
Subject:	CIPS test \| Monte Carlo \| Unit roots \| Response surface \| Critical values \| P values

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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