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Title of Journal: Comput Econ

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Abbravation: Computational Economics

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Springer US

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10.1002/chem.201202567

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1572-9974

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Response Surface Estimates of the CrossSectionall

Authors: Jesús Otero Jeremy Smith
Publish Date: 2011/12/21
Volume: 41, Issue: 1, Pages: 1-9
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Abstract

This paper estimates response surface coefficients for a large range of quantiles of the crosssectionally 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

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