{"id":"https://openalex.org/W1575296289","doi":null,"title":"DICKEY-FULLER TESTS WITH DRIFT","display_name":"DICKEY-FULLER TESTS WITH DRIFT","publication_year":1988,"publication_date":"1988-01-01","ids":{"openalex":"https://openalex.org/W1575296289","mag":"1575296289"},"language":"en","primary_location":{"id":"mag:1575296289","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:fth:mistet:8717","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},"volume":null,"type":"preprint","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103231182","display_name":"Peter Schmidt","orcid":"https://orcid.org/0000-0002-8358-830X","observed_orcids":["https://orcid.org/0000-0002-8358-830X"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Peter Schmidt","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5103231182"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":31,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9634000062942505,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9634000062942505,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13370","display_name":"Diverse Scientific and Economic Studies","score":0.010099999606609344,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.003700000001117587,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dickey-fuller-test","display_name":"Dickey-Fuller test","score":0.8759999871253967},{"id":"https://openalex.org/keywords/drift","display_name":"drift","score":0.753000020980835},{"id":"https://openalex.org/keywords/unit-root-tests","display_name":"unit root tests","score":0.8610000014305115},{"id":"https://openalex.org/keywords/nonstationarity","display_name":"non-stationarity","score":0.5799999833106995},{"id":"https://openalex.org/keywords/autoregressive-models","display_name":"autoregressive models","score":0.4869999885559082}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4621245861053467},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42917025089263916},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3215954303741455},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29921215772628784}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:1575296289","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:fth:mistet:8717","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":3,"referenced_works":["https://openalex.org/W1520402306","https://openalex.org/W1556593216","https://openalex.org/W2043931882"],"related_works":["https://openalex.org/W4248980958","https://openalex.org/W2521812198","https://openalex.org/W7112138555","https://openalex.org/W2915584798","https://openalex.org/W7112256391","https://openalex.org/W7039863610","https://openalex.org/W7198761821","https://openalex.org/W3123628425","https://openalex.org/W7027859355","https://openalex.org/W7206698672"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
