The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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Citations
Cites
Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
Anderson, T. W., & Darling, D. A. (1952) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177729437 · Cited by 3,542
Cited by
Bounds testing approaches to the analysis of level relationships
Pesaran, M. H., Shin, Y., & Smith, R. J. (2001) · Journal of Applied Econometrics · doi:10.1002/jae.616 · Cited by 20,385
Unit root tests in panel data: asymptotic and finite-sample properties
Levin, A., Lin, C.-F., & James Chu, C.-S. (2002) · Journal of Econometrics · doi:10.1016/s0304-4076(01)00098-7 · Cited by 12,849
Does financial development cause economic growth? Time-series evidence from 16 countries
Demetriades, P. O., & Hussein, K. A. (1996) · Journal of Development Economics · doi:10.1016/s0304-3878(96)00421-x · Cited by 1,539
An Econometric Analysis of the Impact of Terrorism on Tourism
Enders, W., Sandler, T., & Parise, G. F. (1992) · Kyklos · doi:10.1111/j.1467-6435.1992.tb02758.x · Cited by 445
Nexus between financial inclusion and economic growth: Evidence from the emerging Indian economy
Sharma, D. (2016) · Journal of Financial Economic Policy · doi:10.1108/jfep-01-2015-0004 · Cited by 382
Metadata
- Authors
- Dickey, D. A., & Fuller, W. A.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1981-07
- Volume
- 49
- Issue
- 4
- Pages
- 1057
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2095364399
- Cited by
- 14,606
- References
- 1
- FWCI
- 9.03
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
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- CoChat. (2026). Citation check: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. https://app.cochat.ai/papers/10.2307/1912517
- The paper
- Dickey, D. A., & Fuller, W. A. (1981). Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. Econometrica. https://doi.org/10.2307/1912517
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
