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
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
收藏
页码:355 / 367
页数:13
相关论文
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SARGAN JD, 1973, UNPUB DURBINWATSON R
[15]   THE LIMITING DISTRIBUTION OF THE SERIAL-CORRELATION COEFFICIENT IN THE EXPLOSIVE CASE [J].
WHITE, JS .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (04) :1188-1197
[16]  
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