Optimal Lag Length in Estimating Dickey-Fuller Statistics: An Empirical Note.
| Year of publication: |
1994
|
|---|---|
| Authors: | Gordon, D.V. |
| Institutions: | Department of Economics, University of Calgary |
| Subject: | econometrics | evaluation |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 6 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005671809