Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller

1981Published
8.9KCitations
0References
journal articleType

Journal: Econometrica

Publisher: JSTOR

Citations are the number of DOI-registered works in Crossref that cite this paper; references are how many works it cites. Full text is on the publisher site via the DOI link.