This metadata relates to an electronic version of an article published in Applied economics letters, 2009, vol. 16, no. 3, pp. 267-271. Applied economics letters is available online at informaworldTM at http://www.informaworld.com/smpp/content~db=all?content=10.1080/13504850601018387

This metadata relates to an electronic version of an article published in Journal of statistical computation and simulation, 2002, vol. 72, no. 6, pp. 507-516. Journal of Statistical Computation and Simulation is available online at informaworldTM at...

Full-text of this article is not available in this e-prints service. This article was originally published [following peer-review] in International Journal of Forecasting, published by and copyright Elsevier.

Full-text of this article is not available in this e-prints service. This article was originally published following peer-review in Ironmaking & Steelmaking, published by and copyright Maney Publishing.

Writing in Applied Economics Letters, Sumner (2004) advocates use of long lag lengths when conducting cointegration tests. Replication of Sumner’s consumption model suggests long lag lengths are a mis-specification: The true underlying model is periodic. We test for periodically distributed...