Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication (JAE 2015)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Tamer Kulaksizoglu Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication JAE 2015 6 1010 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website - - - - Ox, .NET desktop application

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Yin-Wong Cheung, Kon S. Lai Lag Order and Critical Values of the Augmented Dickey-Fuller Test J Business & Econ Statistics 1995 3 277-80 - Finite-sample critical value, Monte Carlo, Response surface - - - - -

References

DOI: 10.1002/jae.2458 IDEAS: a/wly/japmet/v30y2015i6p1010-1010.html EconPapers: RePEc:wly:japmet:v:30:y:2015:i:6:p:1010-1010


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