Likelihood ratio statistics for autoregressive time series with a unit root
Year of publication: |
1981
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Authors: | Dickey, David A. ; Fuller, Wayne A. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 49.1981, 4, p. 1057-1072
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Subject: | Ökonometrik Schätzung |
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