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

✍ Scribed by David A. Dickey and Wayne A. Fuller

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Distribution of the Estimators for Autor

✍ Dickey, David A.; Fuller, Wayne A. 📂 Article 📅 1979 🏛 American Statistical Association 🌐 English ⚖ 745 KB

Estimation for Autoregressive Time Serie

✍ Anindya Roy and Wayne A. Fuller 📂 Article 📅 2001 🏛 American Statistical Association 🌐 English ⚖ 512 KB

Likelihood Ratio Statistics for Autoregr

✍ David A. Dickey and Wayne A. Fuller 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

ALTERNATIVE ESTIMATORS AND UNIT ROOT TES

✍ Heon Jin Park; Wayne A. Fuller 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 554 KB

Testing for a Unit Root Nonstationarity

✍ Nicolaos G. Fountis and David A. Dickey 📂 Article 📅 1989 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 622 KB

A study on misspecified nonstationary au

✍ Dong Wan Shin; Yoon Dong Lee 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 242 KB