D
David A. Dickey
Researcher at North Carolina State University
Publications - 101
Citations - 45221
David A. Dickey is an academic researcher from North Carolina State University. The author has contributed to research in topics: Unit root & Series (mathematics). The author has an hindex of 28, co-authored 99 publications receiving 41838 citations. Previous affiliations of David A. Dickey include Ankara University & Iowa State University.
Papers
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Journal ArticleDOI
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
David A. Dickey,Wayne A. Fuller +1 more
TL;DR: In this article, the limit distributions of the estimator of p and of the regression t test are derived under the assumption that p = ± 1, where p is a fixed constant and t is a sequence of independent normal random variables.
Journal ArticleDOI
Likelihood ratio statistics for autoregressive time series with a unit root
David A. Dickey,Wayne A. Fuller +1 more
Journal ArticleDOI
Testing for unit roots in autoregressive-moving average models of unknown order
Said E. Said,David A. Dickey +1 more
TL;DR: In this paper, the authors developed a test for unit roots which is based on an approximation of an autoregressive-moving average model by an auto-gression, which has a limit distribution whose percentiles have been tabulated.
BookDOI
Applied Regression Analysis
TL;DR: Linear regression models have been widely used in the business world, as well as in many other fields such as economics, engineering, social research and in the health and biological sciences as mentioned in this paper.
Journal ArticleDOI
Determining the Order of Differencing in Autoregressive Processes
TL;DR: In this paper, a proper sequence of statistical tests that allows the practitioner to handle cases in which a high order of differencing may be needed is presented, and the proper sequence is not the traditional sequence, which begins with a test for a single unit root.