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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Abierto (Texto Completo)
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network_acronym_str EDOCUR2
network_name_str Repositorio EdocUR - U. Rosario
repository_id_str
spelling 79242814600ed53a3e2-2b2c-46a6-a77d-51e23954fa8f-12020-05-26T00:05:12Z2020-05-26T00:05:12Z2013This 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.application/pdfhttps://doi.org/10.1007/s10614-011-9309-40927709915729974https://repository.urosario.edu.co/handle/10336/23765eng9No. 11Computational EconomicsVol. 41Computational Economics, ISSN:09277099, 15729974, Vol.41, No.1 (2013); pp. 1-9https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872603672&doi=10.1007%2fs10614-011-9309-4&partnerID=40&md5=2c9d02efd8b4c38db0c8390ba293b5bcAbierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURCIPS testCritical valuesMonte CarloP valuesResponse surfaceUnit rootsResponse Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit RootsarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Otero Cardona, Jesús GilbertoSmith, Jeremy10336/23765oai:repository.urosario.edu.co:10336/237652022-05-02 07:37:14.652903https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
title Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
spellingShingle Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
CIPS test
Critical values
Monte Carlo
P values
Response surface
Unit roots
title_short Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
title_full Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
title_fullStr Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
title_full_unstemmed Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
title_sort Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
dc.subject.keyword.spa.fl_str_mv CIPS test
Critical values
Monte Carlo
P values
Response surface
Unit roots
topic CIPS test
Critical values
Monte Carlo
P values
Response surface
Unit roots
description 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.
publishDate 2013
dc.date.created.spa.fl_str_mv 2013
dc.date.accessioned.none.fl_str_mv 2020-05-26T00:05:12Z
dc.date.available.none.fl_str_mv 2020-05-26T00:05:12Z
dc.type.eng.fl_str_mv article
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
dc.type.spa.spa.fl_str_mv Artículo
dc.identifier.doi.none.fl_str_mv https://doi.org/10.1007/s10614-011-9309-4
dc.identifier.issn.none.fl_str_mv 09277099
15729974
dc.identifier.uri.none.fl_str_mv https://repository.urosario.edu.co/handle/10336/23765
url https://doi.org/10.1007/s10614-011-9309-4
https://repository.urosario.edu.co/handle/10336/23765
identifier_str_mv 09277099
15729974
dc.language.iso.spa.fl_str_mv eng
language eng
dc.relation.citationEndPage.none.fl_str_mv 9
dc.relation.citationIssue.none.fl_str_mv No. 1
dc.relation.citationStartPage.none.fl_str_mv 1
dc.relation.citationTitle.none.fl_str_mv Computational Economics
dc.relation.citationVolume.none.fl_str_mv Vol. 41
dc.relation.ispartof.spa.fl_str_mv Computational Economics, ISSN:09277099, 15729974, Vol.41, No.1 (2013); pp. 1-9
dc.relation.uri.spa.fl_str_mv https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872603672&doi=10.1007%2fs10614-011-9309-4&partnerID=40&md5=2c9d02efd8b4c38db0c8390ba293b5bc
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.acceso.spa.fl_str_mv Abierto (Texto Completo)
rights_invalid_str_mv Abierto (Texto Completo)
http://purl.org/coar/access_right/c_abf2
dc.format.mimetype.none.fl_str_mv application/pdf
institution Universidad del Rosario
dc.source.instname.spa.fl_str_mv instname:Universidad del Rosario
dc.source.reponame.spa.fl_str_mv reponame:Repositorio Institucional EdocUR
repository.name.fl_str_mv Repositorio institucional EdocUR
repository.mail.fl_str_mv edocur@urosario.edu.co
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