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Details about David A. Dickey

Workplace:Department of Agricultural and Resource Economics, North Carolina State University, (more information at EDIRC)

Access statistics for papers by David A. Dickey.

Last updated 2017-07-14. Update your information in the RePEc Author Service.

Short-id: pdi81


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Journal Articles

2009

  1. Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case
    Energy Economics, 2009, 31, (6), 857-866 Downloads View citations (18)

2004

  1. Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time-series models
    Journal of Time Series Analysis, 2004, 25, (4), 551-561 Downloads

2002

  1. Determining the Order of Differencing in Autoregressive Processes
    Journal of Business & Economic Statistics, 2002, 20, (1), 18-24 View citations (26)
  2. Normalizations for periodogram-based unit root tests
    Statistics & Probability Letters, 2002, 60, (4), 343-350 Downloads

1994

  1. Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing
    Oxford Bulletin of Economics and Statistics, 1994, 56, (3), 325-53 View citations (24)

1993

  1. Seasonal unit roots in aggregate U.S. data
    Journal of Econometrics, 1993, 55, (1-2), 329-331 Downloads View citations (4)

1991

  1. A primer on cointegration with an application to money and income
    Review, 1991, (Mar), 58-78 Downloads View citations (122)

1988

  1. A Reexamination of Friedman's Consumption Puzzle: Comment
    Journal of Business & Economic Statistics, 1988, 6, (4), 410-12

1987

  1. Determining the Ordering of Differencing in Autoregressive Processes
    Journal of Business & Economic Statistics, 1987, 5, (4), 455-61 View citations (146)
  2. Symmetric Test for Second Differencing in Univariate Time Series
    Journal of Business & Economic Statistics, 1987, 5, (4), 463-73 View citations (10)

1982

  1. Prefiltering and Causality Tests
    Agricultural Economics Research, 1982, (4) Downloads View citations (4)

1981

  1. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
    Econometrica, 1981, 49, (4), 1057-72 Downloads View citations (2686)
 
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