Author:
Toda Hiro Y.,McKenzie C.R.
Subject
Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference11 articles.
1. J.Y. Campbell, P. Perron, Pitfalls and opportunities: what macroeconomists should know about unit roots, in: O.J. Blanchard, S. Fischer (Eds.), NBER Macroeconomics Annual 1991, MIT Press, Cambridge, MA, 1991, pp. 141–219
2. Distribution of the estimators of autoregressive time series with a unit root;Dickey;J. Am. Stat. Assoc.,1979
3. W.A. Fuller, Introduction to Statistical Time Series, Wiley, New York, 1976
4. Estimating missing observations in economic time series;Harvey;J. Am. Stat. Assoc.,1984
5. Maximum likelihood fitting of ARMA models to time series with missing observations;Jones;Technometrics,1980
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献