Work

Optimal lag length in estimating Dickey–Fuller statistics: an empirical note

Year: 1995

Type: article

Source: Applied Economics Letters

DOI: 10.1080/135048595357410

Author: Daniel V. Gordon

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2019812981

FWCI: 3.178

Cites: 7

Cited by: 33

Related to: 10