Ítem
Solo Metadatos
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
Título de la revista
Autores
Otero Cardona, Jesús Gilberto
Smith, Jeremy
Resumen
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. © 2011 Springer Science+Business Media, LLC.
Palabras clave
Keywords
CIPS test , Critical values , Monte Carlo , P values , Response surface , Unit roots
