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Lag Order and Critical Values of the Augmented Dickey–Fuller Test

Yin-Wong Cheung, Kon S. Lai

Journal of Business & Economic Statistics, 1995. DOI 10.1080/07350015.1995.10524601

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful.

Replications

• Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication, Kulaksizoglu (2015). Outcome recorded: successful. We obtain results that are quite close to their results. View paper

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