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Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Abstract
David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, Vol. 74, No. 366 (Jun., 1979), pp. 427-431
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Metadata
- Authors
- Dickey, D. A., & Fuller, W. A.
- Venue
- Journal of the American Statistical Association
- Publisher
- JSTOR
- Published
- 1979-06
- Volume
- 74
- Issue
- 366
- Pages
- 427
- ISSN
- 0162-1459 (ISSN-L)
- OpenAlex
- W4230644069
- Cited by
- 9,106
- References
- 0
- FWCI
- 4.36
- Type
- journal article
- Language
- en
- Open access
- closed
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