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

Journal of the American Statistical Association

Volumn 74, Issue 366, 1979, Pages 427-431

  Dickey, David A ^a   Fuller, Wayne A ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b IOWA STATE UNIVERSITY   (United States)

Author keywords

Autoregressive; Differencing; Nonstationary; Random walk; Time series

Indexed keywords

EID: 85036258669     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1979.10482531     Document Type: Article

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