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David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 22.7K citations · Full text

Autoregressive Time Series, Regression Estimator, Economics +14

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Multidimensional Analysis, Multivariate Approximation, Linear Multivariate Models +3

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics · 1995 · 5.8K citations

Engineering, Gaussian Process, Statistical Inference +3