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...

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