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Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots Artículo académico uri icon

Abstracto

  • 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.

fecha de publicación

  • 2013-1-1