International Journal

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David Alan Dickey, Wayne Arthur Fuller

Econometrica

1981

Wiley

14590 citations

Article

Unit root (0.78) Series (stratigraphy) (0.71) Statistics (0.69) Autoregressive model (0.65) Mathematics (0.52)

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root - Full text available via OpenAlex

David Alan Dickey

Wayne Arthur Fuller

ORCID

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