Dickey-Fuller test

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Below are the studies lacking replication with method Dickey-Fuller test.


Below are the replicated studies with method Dickey-Fuller test.

Below are the replications with method Dickey-Fuller test.

  • Tino Berger, Gerdie Everaert. A replication note on unemployment in the OECD since the 1960s: what do we know? (Emp Econ 2009).
    JEL codes: -. Methods: country-specific Engle–Granger (EG) cointegration test, country-specific Phillips–Perron (PP), dynamic ordinary least squares (DOLS), Monte Carlo, fully modified OLS (FMOLS), Bootstrap, country-specific, (developed by Maddala and Wu (1999)), Dickey-Fuller test, Generalized least squares (GLS) Software: Stata
    Data unavailable; Readme availability unknown; Code unavailable
    Replicated study: Stephen Nickell, Luca Nunziata, Wolfgang Ochel. EJ 2005.
    JEL codes: -. Keywords: Unemployment, labor supply, economic indicators, labor market
    Data: Available (mostly). Type: reproduction (new methods). Result: partially successful. Call into question: partly. Replication authors statement: -.
  • Shiu-Sheng Chen. Does extracting inflation from stock returns solve the purchasing power parity puzzle? (Emp Econ 2012).
    JEL codes: F31, E31. Methods: Phillips–Perron (PP) test, cross-sectionally augmented DF (CADF) regression, augmented, Dickey-Fuller test, Generalized least squares (GLS), Ordinary least squares (OLS) Software: -
    Data unavailable; Readme availability unknown; Code unavailable
    Replicated study: Bhagwan Chowdhry, Richard Roll, Yihong Xia. AER 2005.
    JEL codes: F31, G15. Keywords: -
    Data: Available. Type: reproduction (new methods). Result: partially successful. Call into question: partly. Replication authors statement: -.

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