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June 1, 1979Journal of the American Statistical Association

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Authors

DDDavid A. DickeyNorth Carolina State UniversityWFWayne A. FullerIowa State University

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Dickey et al. (1979) studied this question.

synapsesocial.com/papers/69b2da3d489319db0dbabc41https://doi.org/10.2307/2286348
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