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 |
-
Heckman, James J., (2008)
-
Paaß, Gerhard, (1984)
-
Damiano, Ettore, (2008)
- More ...
-
Gordon, D.V., (1992)
-
Was the Babson Prize Deserved? An Equiry into an Early Forecating Model.
Gordon, D.V., (1994)
-
How Big is Big Enough? The Problem of Adequate Sample Size in Empirical Studies of Labour Supply.
Gordon, D.V., (1991)
- More ...