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 (2007), for different specifications of the deterministic components. An Excel programme is available to calculate the P value associated with a CIPS test s...

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Autores:

Tipo de recurso:

Fecha de publicación:

2013

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/23765

Acceso en línea:

https://doi.org/10.1007/s10614-011-9309-4
https://repository.urosario.edu.co/handle/10336/23765

Palabra clave:

CIPS test
Critical values
Monte Carlo
P values
Response surface
Unit roots

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