Dickey, David A.; Fuller, Wayne A. Likelihood ratio statistics for autoregressive time series with a unit root. (English) Zbl 0471.62090 Econometrica 49, 1057-1072 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 15 ReviewsCited in 307 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62E20 Asymptotic distribution theory in statistics Keywords:percentage points; finite sample distributions; least squares estimator × Cite Format Result Cite Review PDF Full Text: DOI Link