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

Abstract

David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, Vol. 74, No. 366 (Jun., 1979), pp. 427-431

Identifiers

DOI

10.2307/2286348

Citations and references