121
Views
15
CrossRef citations to date
0
Altmetric
Original Articles

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

Pages 188-190 | Published online: 05 Oct 2010

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (7)

Ursula Landazuri-Tveteraas, Atle Oglend, Marie Steen & Hans-Martin Straume. (2021) Salmon trout, the forgotten cousin?. Aquaculture Economics & Management 25:2, pages 159-176.
Read now
Ursula Landazuri-Tveteraas, Frank Asche, Daniel V. Gordon & Sigbjørn L. Tveteraas. (2018) Farmed fish to supermarket: Testing for price leadership and price transmission in the salmon supply chain. Aquaculture Economics & Management 22:1, pages 131-149.
Read now
Daniel V. Gordon. (2017) Price modelling in the Canadian fish supply chain with forecasts and simulations of the producer price of fish. Aquaculture Economics & Management 21:1, pages 105-124.
Read now
Frank Asche, Daniel V. Gordon & Rögnvaldur Hannesson. (2002) Searching for price parity in the European whitefish market. Applied Economics 34:8, pages 1017-1024.
Read now
DanielV. Gordon, Rögnvaldur Hannesson & WilliamA. Kerr. (1999) What is a Commodity? An Empirical Definition Using Time Series Econometrics. Journal of International Food & Agribusiness Marketing 10:2, pages 1-29.
Read now
Xiaming Liu, Haiyan Song & Peter Romilly. (1997) An empirical investigation of the causal relationship between openness and economic growth in China. Applied Economics 29:12, pages 1679-1686.
Read now

Articles from other publishers (8)

Murat TAŞDEMİR & Ramazan YILDIZ. (2022) HAVA KARGO TAŞIMACILIĞININ DIŞ TİCARET ve GSMH ÜZERİNDEKİ ETKİLERİNE YÖNELİK ÇALIŞMA: AVRUPA ÖRNEĞİSTUDY ON THE EFFECTS OF AIR CARGO TRANSPORTATION ON FOREIGN TRADE AND GNP: THE EUROPEAN EXAMPLE. International Journal of Management Economics and Business.
Crossref
Agnieszka Tłuczak. (2022) Convergence of prices on the pig market in selected European Union countries. Case study. Agricultural Economics (Zemědělská ekonomika) 68:3, pages 107-115.
Crossref
Daniel V. Gordon. (2020) A Short-Run ARDL-Bounds Model for Forecasting and Simulating the Price of Lobster. Marine Resource Economics 35:1, pages 43-63.
Crossref
Andrea Petrella & Alessandro Sapio. (2012) Assessing the impact of forward trading, retail liberalization, and white certificates on the Italian wholesale electricity prices. Energy Policy 40, pages 307-317.
Crossref
Fotis Kalantzis & Nikolaos T. Milonas. (2010) Market integration and price dispersion in the European electricity market. Market integration and price dispersion in the European electricity market.
A. Petrella & S. Sapio. (2009) A time series analysis of day-ahead prices on the Italian power exchange. A time series analysis of day-ahead prices on the Italian power exchange.
J. Stephen Clark, Emmanuel K. Yiridoe, Nigel D. Burns & T. Astatkie. (2005) Regional Climate Change: Trend Analysis of Temperature and Precipitation Series at Selected Canadian Sites. Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie 48:1, pages 27-38.
Crossref
Xiaoming Li. (1999) The Causal Relationship Between Government Revenue and Expenditure in China: An Application of VEC and VAR Modelling. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.