Scinovex
articleTop 10% cited

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

Journal of the American Statistical Association · 1979 · Vol. 74(366) · pp. 427–427

Abstract

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

Financial Risk and Volatility ModelingBayesian Methods and Mixture ModelsComplex Systems and Time Series AnalysisUnit rootAutoregressive modelEstimatorSeries (stratigraphy)MathematicsStatisticsEconometricsDistribution (mathematics)GeologyMathematical analysis
Citations
9,000
FWCI
3.85
field-weighted impact
References
0
Percentile
94%
vs. same field & year
Citations per year
Cited by
Impact of Exchange Rate on Gold Price in India
International Journal of Applied Research · 2021 · 0 citations
Otoi-NARIMA Model for forecast seasonality of COVID-19 waves: Case of Kenya
International Journal of Statistics and Applied Mathematics · 2021 · 4 citations
Empirical analysis of the potency of fiscal policy variables on economic growth in Nigeria
International Journal of Financial Management and Economics · 2020 · 0 citations
A study of interlinkage between foreign exchange and stock markets in India
International Journal of Financial Management and Economics · 2024 · 0 citations
A mathematical approach to determination of tax elasticity as a measure of direct tax productivity in Kenya
International Journal of Financial Management and Economics · 2019 · 1 citations
Untitled
International Journal of Financial Management and Economics · 2019 · 0 citations
Time series forecasting of price for oilseed crops by combining ARIMA and ANN
International Journal of Statistics and Applied Mathematics · 2023 · 4 citations
Citation Network

How this paper connects to the literature. Drag to explore, click any node to open that paper.