Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots Academic Article

abstract

  • 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.

publication date

  • 2013/1/1

keywords

  • Coefficients
  • Excel
  • P value
  • Panel unit root
  • Quantile
  • Response surface
  • Specifications
  • Statistics
  • Test statistic

International Standard Serial Number (ISSN)

  • 0921-2736

number of pages

  • 9

start page

  • 1

end page

  • 9