LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT

被引：6149

作者：

DICKEY, DA ^{[1
]}

FULLER, WA ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA

来源：

关键词：

D O I：

10.2307/1912517

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1057 / 1072

页数：16

共 15 条

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[7] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
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FULLER, WA
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431
[8] FULLER WA, 1976, INTRO STATISTICAL TI
[9] FULLER WA, 1979, TESTING AUTOREGRESSI
[10] HASZA D, 1977, THESIS IOWA STATE U