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Information about:
David A. Dickey

Personal Details | Affiliation | Works
This is information that was supplied by David Dickey in registering through RePEc. If you are David A. Dickey , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: David
Middle Name: A.
Last Name: Dickey
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RePEc Short-ID: pdi81

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Registered Citing Authors
  10. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  11. Wu-Index

Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Taiyeong Lee & David A. Dickey, 2004. "Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time-series models," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(4), pages 551-561, 07. [Downloadable!] (restricted)

  2. Evans, Barry A. & Dickey, David A., 2002. "Normalizations for periodogram-based unit root tests," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 343-350, December. [Downloadable!] (restricted)

  3. Dickey, David A & Pantula, Sastry G, 2002. "Determining the Order of Differencing in Autoregressive Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 18-24, January.

  4. Dickey, David A & Rossana, Robert J, 1994. "Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(3), pages 325-53, August.

  5. Dickey, David A., 1993. "Seasonal unit roots in aggregate U.S. data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 329-331. [Downloadable!] (restricted)

  6. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78. [Downloadable!]

  7. Dickey, D A, 1988. "A Reexamination of Friedman's Consumption Puzzle: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 410-12, October.

  8. Dickey, David A & Pantula, Sastry G, 1987. "Determining the Ordering of Differencing in Autoregressive Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 455-61, October.

  9. Sen, D L & Dickey, David A, 1987. "Symmetric Test for Second Differencing in Univariate Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 463-73, October.

  10. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June. [Downloadable!] (restricted)

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This page was last updated on 2009-11-24.

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