TESTING FOR UNIT ROOTS IN SEASONAL TIME-SERIES

被引：285

作者：

DICKEY, DA

HASZA, DP

FULLER, WA

机构：

[1] BOEING COMP SERV,WICHITA,KS 67277

[2] IOWA STATE UNIV SCI & TECHNOL,DEPT STAT,AMES,IA 50011

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1984年 / 79卷 / 386期

关键词：

D O I：

10.2307/2288276

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：355 / 367

页数：13

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[4] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].

DICKEY, DA ;

FULLER, WA .

ECONOMETRICA, 1981, 49 (04) :1057-1072

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].

DICKEY, DA ;

FULLER, WA .

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[6]

DICKEY DA, 1981, AM STAT, V35, P164

[7]

EVANS GBA, 1981, ANN MATH STATISTICS, V5, P1114

[8]

FULLER WA, 1976, INTRO STATISTICAL TI

[9]

FULLER WA, 1979, ESTIMATOR PARAMETERS

[10]

HASZA D, 1977, THESIS IOWA STATE U

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