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 test statistic. Copyright Springer Science+Business Media, LLC. 2013
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Volume (Year): 41 (2013)
Issue (Month): 1 (January)
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