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David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, Vol. 74, No. 366 (Jun., 1979), pp. 427-431
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Dickey et al. (Fri,) studied this question.
synapsesocial.com/papers/69b2da3d489319db0dbabc41 — DOI: https://doi.org/10.2307/2286348
David A. Dickey
North Carolina State University
Wayne A. Fuller
Iowa State University
Journal of the American Statistical Association
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