Tamer Kulaksizoglu, "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication", Journal of Applied Econometrics, Vol. 30, No. 6, 2015, page 1010. The file tk-file.zip contains a number of files in nine folders. Folder (CL95): CL95.h: header file of the package CL95.ox: Ox file of the package CL95.oxo: compiled Ox file of the package This folder contains the files of the CL95 Ox package. The package must be placed under the packages folder in the Ox installation directory, e.g. "C:\Program Files (x86)\OxMetrics7\Ox\packages" Since the code is embedded in the namespace CL95, the package should not create any conflicts with other packages. Folder (Data): contains the data used in the paper Data.xlsx: data generated in the paper to estimate response surface regressions qrex3.wf1: E-Views work file used to check the accuracy of the EstOLS and TestADF classes qrex3.xlsx: data used by the EstOLS and TestADF classes Folder (EstOLS): contains the code of the EstOLS class for OLS estimation EstOLS.h: header file for the EstOLS class EstOLS.ox: Ox file for the EstOLS class EstOLS_Ex01.ox: Ox file to show how to use the EstOLS class (basically checks the accuracy of the code) EstOLS_Ex02.ox: Ox file to show how to use the EstOLS class (basically checks the accuracy of the code) Folder (EstRS): contains the code of the EstRS class for response surface estimation EstRS.h: header file for the EstRS class EstRS.ox: Ox file for the EstRS class Folder(Misc): a static class for misc. computations Misc.h: header file for the Misc class Misc.ox: Ox file for the Misc class Folder(Scripts): the code used to obtain the results in the paper Script_01.ox: runs the experiment and generates the Table1.xlsx file (when run, it might take a while to finish) Script_02.ox: estimates the response surface regressions Script_03.ox: generates the 3D surface plots in Figure1.eps and Figure1.gwg Folder (SimRW): contains the code of the SimRW class for generating random walk series SimRW.h: header file for the SimRW class SimRW.ox: Ox file for the SimRW class SimRW.xlsx: Excel file used to check the accuracy of the code SimRW_Ex01.ox: Ox file to show how to use the SimRW class (basically checks the accuracy of the code) Folder (TestADF): contains the code of the TestADF class for the ADF test TestADF.h: header file for the TestADF class TestADF.ox: Ox file for the TestADF class TestADF_Ex01.ox: Ox file to show how to use the TestADF class (basically checks the accuracy of the code) In addition, the file CL95CSharp.rar contains a large number of files which are poorly documented. The key one is CL95.exe. I will be happy to address any inquiries related to the code at tamer.kulaksizoglu [AT] gmail.com