Distribution of likelihood ratio test statistics for nonstationary time series

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Title: Distribution of likelihood ratio test statistics for nonstationary time series
Author: Dickey, David A.; Fuller, Wayne A.
Publisher: North Carolina State University. Dept. of Statistics
Date: 1978
Series/Report No.: Institute of Statistics mimeo series
1171
URI: ISMS_1978_1171.pdf
http://www.lib.ncsu.edu/resolver/1840.4/3121


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