Optimal Lag Length in Estimating Dickey-Fuller Statistics: An Empirical Note
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- Daniel Gordon, 1995. "Optimal lag length in estimating Dickey-Fuller statistics: an empirical note," Applied Economics Letters, Taylor & Francis Journals, vol. 2(6), pages 188-190.
References listed on IDEAS
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- Xiaming Liu & Haiyan Song & Peter Romilly, 1997. "An empirical investigation of the causal relationship between openness and economic growth in China," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1679-1686.
- Andrea Petrella & Sandro Sapio, 2010. "No PUN intended: A time series analysis of the Italian day-ahead electricity prices," RSCAS Working Papers 2010/03, European University Institute.
- Petrella, Andrea & Sapio, Alessandro, 2012. "Assessing the impact of forward trading, retail liberalization, and white certificates on the Italian wholesale electricity prices," Energy Policy, Elsevier, vol. 40(C), pages 307-317.
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