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Optimal Lag Length in Estimating Dickey-Fuller Statistics: An Empirical Note

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Author Info
Gordon, D.V.

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Publisher Info
Paper provided by Calgary - Department of Economics in its series Papers with number 9405.

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Length: 6 pages
Date of creation: 1994
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Handle: RePEc:fth:calgar:9405

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Related research
Keywords: econometrics evaluation

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  1. Xiaming Liu & Haiyan Song & Peter Romilly, 1997. "An empirical investigation of the causal relationship between openness and economic growth in China," Applied Economics, Taylor and Francis Journals, vol. 29(12), pages 1679-1686, December. [Downloadable!] (restricted)
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