DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT

被引：12721

作者：

DICKEY, DA

FULLER, WA

机构：

[1] IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA

[2] N CAROLINA STATE UNIV, RALEIGH, NC 27650 USA

来源：

关键词：

D O I：

10.2307/2286348

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：427 / 431

页数：5

共 15 条

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[2]

Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[3]

Box GE., 1970, SAN FRANCISCO HOLDAN

[4]

DAVID HA, 1970, ORDER STATISTICS

[5]

Dickey D. A, 1976, THESIS IOWA STATE U

[6]

FRIEDMAN M, 1963, MONETARY HISTORY US

[7]

FULLER WA, 1976, INTRO STATISTICAL TI

[8]

GOULD JP, 1974, AM ECON REV, V64, P405

[9]

HASZA D, 1977, THESIS IOWA STATE U

[10]

Jolley L. B. W., 1961, SUMMATION SERIES