CIPS test of Pesaran (2006)

Questions related to panel (pooled cross-section time series) data.

CIPS test of Pesaran (2006)

Postby mjchang68 » Thu Feb 04, 2010 8:43 pm

Dear all:

I like to try the CIPS test of Pesaran (2006) in my study. If anyone has the code in Rats, please let me know. I greatly appreciate it.
[ps: Pesaran, M.H., 2006, A simple panel unit root test in the presence of cross section dependence, working paper, Dept. of Economics, Cambridge Univ.]

Thank you.
mjchang68
 
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