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Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots

Otero, Jesús G.; Smith, Jeremy - In: Computational economics 41 (2013) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10009705057

The KPSS test with outliers

Otero, Jesús G. (contributor); Smith, Jeremy (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001847646

Testing for cointegration: power versus frequency of observation - further Monte Carlo results

Otero, Jesús G.; Smith, Jeremy - In: Economics letters 67 (2000) 1, pp. 5-9

Persistent link: https://www.econbiz.de/10001463489

The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation

Otero, Jesús G.; Smith, Jeremy - 1996

Persistent link: https://www.econbiz.de/10000933522

Structural breaks and seasonal integration

Smith, Jeremy - 1995

Persistent link: https://www.econbiz.de/10000909907

Structural breaks and seasonal integration

Smith, Jeremy - In: Economics letters 56 (1997) 1, pp. 13-19

Persistent link: https://www.econbiz.de/10001226465

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

Otero, Jesús; Smith, Jeremy - In: Computational Economics 41 (2013) 1, pp. 1-9

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>

Persistent link: https://www.econbiz.de/10010989263

Response surface models for the Leybourne unit root tests and lag order dependence

Otero, Jesús; Smith, Jeremy - In: Computational Statistics 27 (2012) 3, pp. 473-486

This paper calculates response surface models for a large range of quantiles of the Leybourne (Oxf Bull Econ Stat 57:559–571, <CitationRef CitationID="CR9">1995</CitationRef>) test for the null hypothesis of a unit root against the alternative of (trend) stationarity. The response surface models allow the estimation of critical values...</citationref>

Persistent link: https://www.econbiz.de/10010998501

The KPSS Test with Outliers

Otero, Jesús; Smith, Jeremy - In: Computational economics 29 (2007) 3, pp. 423-424

Persistent link: https://www.econbiz.de/10007770695

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

Otero, Jesús; Smith, Jeremy - In: Computational economics 41 (2013) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10010066337