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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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
id ir-10336-23765
recordtype dspace
spelling ir-10336-237652020-06-03T22:15:14Z Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots "Otero, Jesús Smith, Jeremy" CIPS test Critical values Monte Carlo P values Response surface 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 statistic. © 2011 Springer Science+Business Media, LLC." 2013 2020-05-26T00:05:12Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 09277099 15729974 https://repository.urosario.edu.co/handle/10336/23765 https://doi.org/10.1007/s10614-011-9309-4 eng info:eu-repo/semantics/openAccess application/pdf instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR
institution EdocUR - Universidad del Rosario
collection DSpace
language Inglés (English)
topic CIPS test
Critical values
Monte Carlo
P values
Response surface
Unit roots
spellingShingle CIPS test
Critical values
Monte Carlo
P values
Response surface
Unit roots
"Otero, Jesús
Smith, Jeremy"
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel 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."
format Artículo (Article)
author "Otero, Jesús
Smith, Jeremy"
author_facet "Otero, Jesús
Smith, Jeremy"
author_sort "Otero, Jesús
title Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel 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
publishDate 2013
url https://repository.urosario.edu.co/handle/10336/23765
https://doi.org/10.1007/s10614-011-9309-4
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score 11,392241