Nonparametric likelihood inference for general autoregressive models
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Volume (Year): 19 (2010)
Issue (Month): 1 (March)
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
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