Optimal Lag Length in Estimating Dickey-Fuller Statistics: An Empirical Note
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Bibliographic InfoPaper provided by Calgary - Department of Economics in its series Papers with number 9405.
Length: 6 pages
Date of creation: 1994
Date of revision:
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Postal: THE UNIVERSITY OF CALGARY, DEPARTMENT OF ECONOMICS, 2500 UNIVERSITY DRIVE N.W. CALGARY ALBERTA CANADA T2N 1N4.
Phone: (403) 220-5857
Fax: (403) 282-5262
Web page: http://econ.ucalgary.ca/
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econometrics ; evaluation;
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