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

Journal of the American Statistical Association· 1979-06-01· article· 9,128 citationsclosed

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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

Cite this

David Alan Dickey, Wayne Arthur Fuller (1979). Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association. https://doi.org/10.2307/2286348

@article{alan1979distribution,
  title  = {Distribution of the Estimators for Autoregressive Time Series With a Unit Root},
  author = {Dickey, David Alan and Fuller, Wayne Arthur},
  year   = {1979},
  journal = {Journal of the American Statistical Association},
  doi    = {10.2307/2286348}
}

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