Dickey, David A.; Fuller, Wayne A. Distribution of the estimators for autoregressive time series with a unit root. (English) Zbl 0413.62075 J. Am. Stat. Assoc. 74, 427-431 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 45 ReviewsCited in 604 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62G05 Nonparametric estimation 60G50 Sums of independent random variables; random walks Keywords:distribution of estimators; autoregressive time series; unit root; nonstationary; random walk; differencing Software:dfuller × Cite Format Result Cite Review PDF Full Text: DOI