Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
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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.
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Coefficients
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Excel
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P value
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Panel unit root
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Quantile
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Response surface
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Specifications
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Statistics
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Test statistic
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