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- Computational Economics
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
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- 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. Copyright Springer Science+Business Media, LLC. 2013
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fecha de publicación
- 2013
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Volumen
- 41
Issue
- 1