Keywords
Unit rootAutoregressive modelEstimatorSeries (stratigraphy)MathematicsStatisticsEconometricsDistribution (mathematics)GeologyMathematical analysis
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Publication Info
- Year
- 1979
- Type
- article
- Volume
- 74
- Issue
- 366
- Pages
- 427-427
- Citations
- 8888
- Access
- Closed
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Cite This
David A. Dickey,
Wayne A. Fuller
(1979).
Distribution of the Estimators for Autoregressive Time Series With a Unit Root.
Journal of the American Statistical Association
, 74
(366)
, 427-427.
https://doi.org/10.2307/2286348
Identifiers
- DOI
- 10.2307/2286348