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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

Econometrica · 1981 · Vol. 49(4) · pp. 1057–1057
Financial Risk and Volatility ModelingStatistical Methods and InferenceAdvanced Statistical Methods and ModelsUnit rootSeries (stratigraphy)StatisticsAutoregressive modelMathematicsEconometricsGeology
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References
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Journal of the American Statistical Association · 1979 · 22,774 citations
Introduction to Statistical Time Series
Technometrics · 1978 · 4,319 citations
Time Series Analysis: Forecasting and Control
Journal of Marketing Research · 1977 · 19,299 citations
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