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

19799,009 citationsJournal Article

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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

Topics & Keywords

Financial Risk and Volatility Modeling Bayesian Methods and Mixture Models Complex Systems and Time Series Analysis

Publication Details

Published in: Journal of the American Statistical Association

Volume 74, Issue 366, pp. 427-427

DOI: 10.2307/2286348

Field-Weighted Citation Impact: 3.88

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

Authors

Abstract

Topics & Keywords

Publication Details