Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981/07/01 by David A. Dickey, Wayne A. Fuller · 14,625 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Autoregressive model #Econometrics #Financial Risk and Volatility Modeling #Geology #Mathematics #Series (stratigraphy) #Statistical Methods and Inference #Statistics #Unit root

paper · doi:10.2307/1912517

published in Econometrica 49(4), 1057 (Wiley)

openalex publication_date 1981/07/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Citations

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• On Stochastic Limit and Order Relationships

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