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

被引：6274
作者：
DICKEY, DA [1 ]
FULLER, WA [1 ]
机构：
[1] IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
来源：
ECONOMETRICA | 1981年 / 49卷 / 04期
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
收藏
页码：1057 / 1072
页数：16
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