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...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2013
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23765 https://doi.org/10.1007/s10614-011-9309-4 |