(Q57535197)

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

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scholarly article

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root (English)

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author name string

David A. Dickey

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Wayne A. Fuller

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publication date

June 1979

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Journal of the American Statistical Association

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74

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366a

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427-431

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The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

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https://api.crossref.org/works/10.1080%2F01621459.1979.10482531

21 January 2018

Identifiers

10.1080/01621459.1979.10482531

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