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

Journal of the American Statistical Association - Tập 74 Số 366a - Trang 427-431 - 1979
David A. Dickey1, Wayne A. Fuller2
1North Carolina State University, Raleigh, NC, 27650, USA
2Iowa State University Ames, IA 50011 USA

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Tài liệu tham khảo

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