F-tests for lag length selection in augmented Dickey-Fuller regressions: some Monte Carlo evidence

Author: Weber Christian E.  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.8, Iss.7, 2001-07, pp. : 455-458

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract