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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 10.2307/1392187

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.

Reproductions

• Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication, Kulaksizoglu (2015). Journal of Applied Econometrics. Outcome recorded: computationally reproducible, not checked. Computational: We obtain results that are quite close to their results. Outcome read from Computational: 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. https://doi.org/10.2307/1392187

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