International Journal Open Access

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

David Alan Dickey, Wayne Arthur Fuller

Journal of the American Statistical Association

1979

23236 citations

Article

Mathematics (0.81) Autoregressive model (0.66) Estimator (0.66) Statistics (0.64) Series (stratigraphy) (0.53)

Distribution of the Estimators for Autoregressive Time Series with a Unit Root - Full text available via OpenAlex

David Alan Dickey

Wayne Arthur Fuller

ORCID

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