Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.
Year of publication: |
1981
|
---|---|
Authors: | Dickey, David A ; Fuller, Wayne A |
Published in: |
Econometrica. - Econometric Society. - Vol. 49.1981, 4, p. 1057-72
|
Publisher: |
Econometric Society |
Saved in:
Online Resource
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