TIME-SERIES REGRESSION WITH A UNIT-ROOT

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

[3] Bergstrom A.R., 1984, HDB ECONOMETRICS, V2, P1145, DOI DOI 10.1016/S1573-4412(84)02012-2

[4] BERGSTROM AR, 1976, STATISTICAL INFERENC

[5] BHARGAVA A, 1986, THEORY TESTING UNIT

[6] Billingsley P, 1968, CONVERGENCE PROBABIL

[7] Box G.E.P., 1976, TIME SERIES ANAL

[8] ASYMPTOTIC LIKELIHOOD THEORY FOR DIFFUSION PROCESSES [J]. JOURNAL OF APPLIED PROBABILITY, 1975, 12 (02) : 228 - 238

[9] Dickey D. A, 1976, THESIS IOWA STATE U

[10] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

[3] Bergstrom A.R., 1984, HDB ECONOMETRICS, V2, P1145, DOI DOI 10.1016/S1573-4412(84)02012-2

[4] BERGSTROM AR, 1976, STATISTICAL INFERENC

[5] BHARGAVA A, 1986, THEORY TESTING UNIT

[6] Billingsley P, 1968, CONVERGENCE PROBABIL

[7] Box G.E.P., 1976, TIME SERIES ANAL

[8] ASYMPTOTIC LIKELIHOOD THEORY FOR DIFFUSION PROCESSES [J]. JOURNAL OF APPLIED PROBABILITY, 1975, 12 (02) : 228 - 238

[9] Dickey D. A, 1976, THESIS IOWA STATE U

[10] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072