PRACTITIONERS CORNER: Lag Order and Critical Values of a Modified Dickey-Fuller Test

By Yin-Wong Cheung, K. Lai. 2009

88 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5726ce5e65cd67c65f5ec2eb04dde69c23108861

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Salah Abosedra
2. C. Tang
3. Muhammad Shahbaz
4. Ilhan Ozturk
5. Anis Omri
6. E. Tan
7. Sakiru Adebola Solarin
8. Yi-Bin Chiu

In Finance

1. C. Tang
2. Salah Abosedra

In Statistics and Probability

1. C. Tang
2. Salah Abosedra

Citations in the corpus

• Small sample evidence on the tourism-led growth hypothesis in Lebanon (2014, methodology): “tests with the surface response procedure suggested by Cheung and Lai (1995) and Sephton (1995), respectively.”