ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
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Publication:4855269
DOI10.1111/j.1467-9892.1995.tb00243.xzbMath0825.62688OpenAlexW2055648209MaRDI QIDQ4855269
Wayne A. Fuller, Heon Jin Park
Publication date: 13 December 1995
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00243.x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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