This paper estimates response surface coefficients for a large range of quantiles of the cross-sectionally augmented IPS (CIPS) test of Pesaran (<CitationRef CitationID="CR13">2007</CitationRef>), for different specifications of the deterministic components. An Excel programme is available to calculate the P value associated with a CIPS...</citationref>

We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outliers induce spurious stationarity by lowering the power of these tests. The empirical size of these tests is also found to be sensitive to the location of the outlier. Copyright Springer...