迪、富二君合作了两篇鸿文,都是关于单位根检验的:
Dickey, D.A., and W.A. Fuller (1979), Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association 74, 427-31.
Dickey, D.A., Fuller, W.A., 1981, Likelihocd ratio statistics for autoregressive time series with a unit root, Econometrica 49, 1057-1072.
thanks