DETERMINING THE ORDER OF DIFFERENCING IN AUTOREGRESSIVE PROCESSES

被引:273
作者
DICKEY, DA
PANTULA, SG
机构
关键词
D O I
10.2307/1391997
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:455 / 461
页数:7
相关论文
共 18 条
[1]   WAGE MOVEMENTS AND THE LABOR-MARKET EQUILIBRIUM HYPOTHESIS [J].
ALTONJI, J ;
ASHENFELTER, O .
ECONOMICA, 1980, 47 (187) :217-245
[2]  
CHAN NH, 1986, UNPUB LIMITING DISTR
[3]   UNIT ROOTS IN TIME-SERIES MODELS - TESTS AND IMPLICATIONS [J].
DICKEY, DA ;
BELL, WR ;
MILLER, RB .
AMERICAN STATISTICIAN, 1986, 40 (01) :12-26
[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 .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[6]   PREDICTORS FOR THE 1ST-ORDER AUTOREGRESSIVE PROCESS [J].
FULLER, WA ;
HASZA, DP .
JOURNAL OF ECONOMETRICS, 1980, 13 (02) :139-157
[7]  
FULLER WA, 1976, INTRO STATISTICAL TI
[8]  
FULLER WA, 1986, P SAS US GUID INT, P63
[9]  
Harvey AC., 1981, TIME SERIES MODELS
[10]   ESTIMATION FOR AUTOREGRESSIVE PROCESSES WITH UNIT ROOTS [J].
HASZA, DP ;
FULLER, WA .
ANNALS OF STATISTICS, 1979, 7 (05) :1106-1120