Edit Profile (opens in new tab) Dickey, David Alan Co-Author Distance Author ID: dickey.david-a Published as: Dickey, David A.; Dickey, D. A. Homepage: http://www4.stat.ncsu.edu/~dickey/ External Links: MGP · Wikidata · dblp · GND · IdRef Documents Indexed: 18 Publications since 1979, including 2 Books Co-Authors: 14 Co-Authors with 16 Joint Publications 323 Co-Co-Authors all top 5 Co-Authors 2 single-authored 3 Fuller, Wayne Arthur 3 Said, Said E. 2 González-Farías, Graciela M. 1 Akdi, Yilmaz 1 Brocklebank, John C. 1 Chang, Ming Chun 1 Evans, Barry A. 1 Fountis, Nicolaos G. 1 Hasza, David P. 1 Lee, Taiyeong 1 Muriel, Nelson 1 Pantula, Sastry G. 1 Rawlings, John O. 1 Zhang, Ying all top 5 Serials 3 Journal of the American Statistical Association 2 Journal of Time Series Analysis 2 Boletín de la Sociedad Matemática Mexicana. Third Series 1 The Annals of Statistics 1 Biometrika 1 Econometrica 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Journal of the Korean Statistical Society 1 Springer Texts in Statistics Fields 18 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 1,325 times in 987 Documents Cited by ▼ Year ▼ Distribution of the estimators for autoregressive time series with a unit root. Zbl 0413.62075 Dickey, David A.; Fuller, Wayne A. 607 1979 Likelihood ratio statistics for autoregressive time series with a unit root. Zbl 0471.62090 Dickey, David A.; Fuller, Wayne A. 315 1981 Testing for unit roots in autoregressive-moving average models of unknown order. Zbl 0564.62075 Said, Said E.; Dickey, David A. 242 1984 Testing for unit roots in seasonal time series. Zbl 0559.62074 Dickey, D. A.; Hasza, D. P.; Fuller, W. A. 72 1984 Applied regression analysis. A research tool. 2nd ed. Zbl 0909.62062 Rawlings, John O.; Pantula, Sastry G.; Dickey, David A. 40 1998 Hypothesis testing in ARIMA(p,1,q) models. Zbl 0573.62084 Said, Said E.; Dickey, David A. 32 1985 Testing for a unit root nonstationarity in multivariate autoregressive time series. Zbl 0674.62055 Fountis, Nicolaos G.; Dickey, David A. 7 1989 Periodograms of unit root time series: Distributions and tests. Zbl 0887.62090 Akdi, Yilmaz; Dickey, David A. 3 1998 SAS for forecasting time series. 2nd ed. Zbl 1101.62083 Brocklebank, John C.; Dickey, David A. 2 2003 Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time-series models. Zbl 1062.62192 Lee, Taiyeong; Dickey, David A. 2 2004 Unit root test: An unconditional maximum likelihood approach. Zbl 0956.62078 González-Farías, Graciela; Dickey, David A. 1 1999 Seasonal unit root tests in long periodicity cases. Zbl 1294.62195 Dickey, David A.; Zhang, Ying 1 2010 Recognizing overdifferenced time series. Zbl 0794.62055 Chang, Ming Chun; Dickey, David A. 1 1994 Seasonal unit root tests in long periodicity cases. Zbl 1294.62195 Dickey, David A.; Zhang, Ying 1 2010 Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time-series models. Zbl 1062.62192 Lee, Taiyeong; Dickey, David A. 2 2004 SAS for forecasting time series. 2nd ed. Zbl 1101.62083 Brocklebank, John C.; Dickey, David A. 2 2003 Unit root test: An unconditional maximum likelihood approach. Zbl 0956.62078 González-Farías, Graciela; Dickey, David A. 1 1999 Applied regression analysis. A research tool. 2nd ed. Zbl 0909.62062 Rawlings, John O.; Pantula, Sastry G.; Dickey, David A. 40 1998 Periodograms of unit root time series: Distributions and tests. Zbl 0887.62090 Akdi, Yilmaz; Dickey, David A. 3 1998 Recognizing overdifferenced time series. Zbl 0794.62055 Chang, Ming Chun; Dickey, David A. 1 1994 Testing for a unit root nonstationarity in multivariate autoregressive time series. Zbl 0674.62055 Fountis, Nicolaos G.; Dickey, David A. 7 1989 Hypothesis testing in ARIMA(p,1,q) models. Zbl 0573.62084 Said, Said E.; Dickey, David A. 32 1985 Testing for unit roots in autoregressive-moving average models of unknown order. Zbl 0564.62075 Said, Said E.; Dickey, David A. 242 1984 Testing for unit roots in seasonal time series. Zbl 0559.62074 Dickey, D. A.; Hasza, D. P.; Fuller, W. A. 72 1984 Likelihood ratio statistics for autoregressive time series with a unit root. Zbl 0471.62090 Dickey, David A.; Fuller, Wayne A. 315 1981 Distribution of the estimators for autoregressive time series with a unit root. Zbl 0413.62075 Dickey, David A.; Fuller, Wayne A. 607 1979 all cited Publications top 5 cited Publications all top 5 Cited by 1,423 Authors 26 Shin, Dongwan 20 Perron, Pierre 20 Taylor, A. M. Robert 11 Gil-Alana, Luis Alberiko 11 Hassler, Uwe 10 Chan, Ngai Hang 10 Cook, Steven C. 10 Rodrigues, Paulo M. M. 9 Sen, Amit 9 Serletis, Apostolos 8 Pesaran, M. Hashem 8 Shin, Yongcheol 7 Hanck, Christoph 7 Hendry, David F. 7 Leybourne, Stephen J. 7 McAleer, Michael 7 Phillips, Peter Charles Bonest 7 Politis, Dimitris Nicolas 7 Sarkar, Sahadeb 6 Cavaliere, Giuseppe 6 Demetrescu, Matei 6 Haldrup, Niels 6 Li, Wai Keung 6 Zhang, Rongmao 5 Ahn, Sung Ki 5 Caporale, Guglielmo Maria 5 del Barrio Castro, Tomas 5 Harvey, David I. 5 Herwartz, Helmut 5 Hylleberg, Svend 5 Liu, Xiaohui 5 Montañés, Antonio 5 Paparoditis, Efstathios 5 Peng, Liang 4 Abadir, Karim M. 4 Bekiros, Stelios D. 4 Boswijk, H. Peter 4 Breitung, Jorg 4 Elliott, Graham 4 Fukuda, Kosei 4 Ghysels, Eric 4 Hall, Alastair R. 4 Johansen, Søren Glud 4 Lee, Junsoo 4 Lim, Lee K. 4 Ling, Shiqing 4 Maki, Daiki 4 Ng, Serena 4 Nielsen, Morten Ørregaard 4 Oh, Man-Suk 4 Osborn, Denise R. 4 Östermark, Ralf 4 Panagiotidis, Theodore 4 Pantula, Sastry G. 4 Park, Joon Y. 4 Robinson, Peter Michael 4 Schmidt, Peter 4 Stock, James Harold 3 Bierens, Herman J. 3 Blazsek, Szabolcs 3 Boutahar, Mohamed 3 Burridge, Peter 3 Canarella, Giorgio 3 Cappuccio, Nunzio 3 Castaño, Elkin 3 Chambers, Marcus J. 3 Chang, Yoosoon 3 Dickey, David Alan 3 Distaso, Walter 3 Engle, Robert Fry 3 Franses, Philip Hans 3 Fuller, Wayne Arthur 3 Gao, Jiti 3 Giraitis, Liudas 3 Gonzalo, Jesús 3 Granger, Clive William John 3 Gregoir, Stéphane 3 Gupta, Rangan 3 Hamori, Shigeyuki 3 Harris, Richard D. F. 3 Hualde, Javier 3 Kiliç, Rehim 3 Lee, Oesook 3 Lee, Tae-Hwy 3 Li, Dong 3 Linke, Yuliana Yur’evna 3 Long, Wei 3 Lubian, Diego 3 Marsh, Patrick 3 Miao, Yu 3 Österholm, Pär 3 Otero, Jesús 3 Pang, Tianxiao 3 Psaradakis, Zacharias 3 Reinsel, Gregory C. 3 Reisen, Valdério Anselmo 3 Sabzikar, Farzad 3 Sibbertsen, Philipp 3 Siedenburg, Florian 3 Sin, Chor-Yiu ...and 1,323 more Authors all top 5 Cited in 172 Serials 144 Journal of Econometrics 86 Economics Letters 44 Statistics & Probability Letters 40 Journal of Time Series Analysis 38 Econometric Theory 33 Econometric Reviews 28 Journal of Applied Statistics 24 Communications in Statistics. Simulation and Computation 23 Journal of Economic Dynamics & Control 23 Computational Statistics and Data Analysis 20 Journal of Statistical Planning and Inference 19 Mathematics and Computers in Simulation 19 Statistical Papers 18 Communications in Statistics. Theory and Methods 16 Studies in Nonlinear Dynamics and Econometrics 15 Physica A 15 Quantitative Finance 13 European Journal of Operational Research 11 Journal of Statistical Computation and Simulation 11 Open Economies Review 11 Statistical Methods and Applications 9 Applied Stochastic Models in Business and Industry 8 The Annals of Statistics 8 Computational Statistics 8 Asia-Pacific Financial Markets 8 Journal of Time Series Econometrics 7 International Journal of Theoretical and Applied Finance 7 Bulletin of Economic Research 6 Applied Mathematics and Computation 6 Journal of the American Statistical Association 6 Insurance Mathematics & Economics 6 Statistics 6 Annals of Operations Research 5 Annals of the Institute of Statistical Mathematics 5 Computational Economics 5 The Econometrics Journal 5 AStA. Advances in Statistical Analysis 4 The Canadian Journal of Statistics 4 Journal of Multivariate Analysis 4 Discrete Dynamics in Nature and Society 4 Methodology and Computing in Applied Probability 4 Review of Derivatives Research 4 Journal of Statistical Theory and Practice 3 Metrika 3 Chaos, Solitons and Fractals 3 Information Sciences 3 Journal of Computational and Applied Mathematics 3 Revista Colombiana de Estadística 3 Statistical Science 3 International Journal of Approximate Reasoning 3 Automation and Remote Control 3 Advances in Engineering Software 3 Test 3 International Transactions in Operational Research 3 Journal of Nonparametric Statistics 3 AStA. Allgemeines Statistisches Archiv 3 North American Actuarial Journal 3 Journal of the Korean Statistical Society 3 Financial Engineering and the Japanese Markets 3 Statistics and Computing 2 Scandinavian Journal of Statistics 2 Theory of Probability and its Applications 2 International Economic Review 2 Kybernetika 2 Acta Applicandae Mathematicae 2 Acta Mathematicae Applicatae Sinica. English Series 2 Computers & Operations Research 2 Machine Learning 2 Applied Mathematical Modelling 2 Stochastic Processes and their Applications 2 Applied Mathematics. Series B (English Edition) 2 Statistica Sinica 2 Applied Mathematical Finance 2 Boletín de la Sociedad Matemática Mexicana. Third Series 2 Australian & New Zealand Journal of Statistics 2 Natural Resource Modeling 2 Macroeconomic Dynamics 2 Journal of Systems Science and Complexity 2 Statistical Modelling 2 ASTIN Bulletin 2 Thai Journal of Mathematics 2 Statistical Methodology 2 European Journal of Pure and Applied Mathematics 2 Electronic Journal of Statistics 2 Journal of the Italian Statistical Society 2 Journal of Probability and Statistics 2 Dependence Modeling 1 Computers and Fluids 1 Computers & Mathematics with Applications 1 International Journal of Control 1 International Journal of Systems Science 1 Inverse Problems 1 Journal of Computational Physics 1 Journal of Fluid Mechanics 1 Lithuanian Mathematical Journal 1 Biometrics 1 British Journal of Mathematical & Statistical Psychology 1 Econometrica 1 Metron 1 Naval Research Logistics ...and 72 more Serials all top 5 Cited in 30 Fields 822 Statistics (62-XX) 321 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 80 Probability theory and stochastic processes (60-XX) 80 Numerical analysis (65-XX) 20 Operations research, mathematical programming (90-XX) 15 Biology and other natural sciences (92-XX) 14 Computer science (68-XX) 12 Geophysics (86-XX) 10 Statistical mechanics, structure of matter (82-XX) 8 Dynamical systems and ergodic theory (37-XX) 7 Systems theory; control (93-XX) 6 History and biography (01-XX) 6 Information and communication theory, circuits (94-XX) 3 Mechanics of particles and systems (70-XX) 3 Mechanics of deformable solids (74-XX) 3 Fluid mechanics (76-XX) 2 General and overarching topics; collections (00-XX) 2 Real functions (26-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Optics, electromagnetic theory (78-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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