Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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Publication:3925034
DOI10.2307/1912517zbMath0471.62090OpenAlexW2095364399MaRDI QIDQ3925034
Wayne A. Fuller, David A. Dickey
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b1468cd54465fbe8ac00810ddca1bcb77cfced5c
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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