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...
- 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
- Rights
- License
- Abierto (Texto Completo)
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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 |
_version_ |
1814167694125039616 |