TY  - JOUR
TI  - Distribution of the Estimators for Autoregressive Time Series with a Unit Root
AU  - David Alan Dickey
AU  - Wayne Arthur Fuller
JO  - Journal of the American Statistical Association
PY  - 1979
VL  - 74
IS  - 366a
DO  - 10.1080/01621459.1979.10482531
UR  - https://doi.org/10.1080/01621459.1979.10482531
ER  -


TY  - JOUR
TI  - Numerical distribution functions for unit root and cointegration tests
AU  - James G. MacKinnon
JO  - Journal of Applied Econometrics
PY  - 1996
VL  - 11
IS  - 6
DO  - 10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-t
UR  - https://doi.org/10.1002/(sici)1099-1255(199611)11:6%3C601::aid-jae417%3E3.0.co;2-t
ER  -


TY  - JOUR
TI  - A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
AU  - Michael Osterwald‐Lenum
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1992
VL  - 54
IS  - 3
DO  - 10.1111/j.1468-0084.1992.tb00013.x
UR  - https://doi.org/10.1111/j.1468-0084.1992.tb00013.x
ER  -


TY  - JOUR
TI  - Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
AU  - George E. P. Box
AU  - David A. Pierce
JO  - Journal of the American Statistical Association
PY  - 1970
VL  - 65
IS  - 332
DO  - 10.2307/2284333
UR  - https://doi.org/10.2307/2284333
ER  -


TY  - JOUR
TI  - Numerical distribution functions of likelihood ratio tests for cointegration
AU  - James G. MacKinnon
AU  - Alfred A. Haug
AU  - Leo Michelis
JO  - Journal of Applied Econometrics
PY  - 1999
VL  - 14
IS  - 5
DO  - 10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-r
UR  - https://doi.org/10.1002/(sici)1099-1255(199909/10)14:5%3C563::aid-jae530%3E3.0.co;2-r
ER  -


TY  - JOUR
TI  - Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
AU  - Kung‐Sik Chan
JO  - The Annals of Statistics
PY  - 1993
VL  - 21
IS  - 1
DO  - 10.1214/aos/1176349040
UR  - https://doi.org/10.1214/aos/1176349040
ER  -


TY  - JOUR
TI  - Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
AU  - Lung‐fei Lee
JO  - Econometrica
PY  - 2004
VL  - 72
IS  - 6
DO  - 10.1111/j.1468-0262.2004.00558.x
UR  - https://doi.org/10.1111/j.1468-0262.2004.00558.x
ER  -