Lag Order and Critical Values of the Augmented Dickey–Fuller Test
Has this study been replicated?
The atlas records 1 replication of this study. Recorded outcomes: 1 mixed. The earliest on record is from 2015.
Replications
- Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication, Kulaksizoglu (2015). Journal of Applied Econometrics. Outcome recorded: successful || computationally reproducible, robustness not checked.
We obtain results that are quite close to their results.
Outcome read from the abstract. View paper
Cite this record
Cheung, Y.-W., & Lai, K. S. (1995). Lag Order and Critical Values of the Augmented Dickey–Fuller Test. Journal of Business & Economic Statistics, 13(3), 277–280. https://doi.org/10.1080/07350015.1995.10524601
Other studies in the atlas
Failed replications · Successful replications · All browse pages