Details about David A. Dickey

Access statistics for papers by David A. Dickey.

Last updated 2019-03-29. Update your information in the RePEc Author Service.

Short-id: pdi81

Working Papers

1993

1. An unconditional maximum likelihood test for a unit root
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

Journal Articles

2011

1. Estimating time series and cross section tourism demand models: Mainland United States to Hawaii data
   Tourism Management, 2011, 32, (1), 28-38 View citations (11)

2009

2. Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case
   Energy Economics, 2009, 31, (6), 857-866 View citations (30)

2004

3. 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

2002

4. Determining the Order of Differencing in Autoregressive Processes
   Journal of Business & Economic Statistics, 2002, 20, (1), 18-24 View citations (27)
5. Normalizations for periodogram-based unit root tests
   Statistics & Probability Letters, 2002, 60, (4), 343-350

1994

6. Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing
   Oxford Bulletin of Economics and Statistics, 1994, 56, (3), 325-53 View citations (28)
7. RECOGNIZING OVERDIFFERENCED TIME SERIES
   Journal of Time Series Analysis, 1994, 15, (1), 1-18 View citations (2)

1993

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

1991

9. A primer on cointegration with an application to money and income
   Review, 1991, (Mar), 58-78 View citations (172)

1988

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

1987

11. Determining the Ordering of Differencing in Autoregressive Processes
    Journal of Business & Economic Statistics, 1987, 5, (4), 455-61 View citations (198)
12. Symmetric Test for Second Differencing in Univariate Time Series
    Journal of Business & Economic Statistics, 1987, 5, (4), 463-73 View citations (14)

1982

13. Bender, F. E., L. W. Douglass, and A. Kramer. Statistical Methods for Food and Agriculture. Westport CT: AVI Publishing Co., 1982, vii + 345 pp., $25.00 paper
    American Journal of Agricultural Economics, 1982, 64, (4), 795
14. Prefiltering and Causality Tests
    Journal of Agricultural Economics Research, 1982, 34, (4), 5 View citations (5)

1981

15. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
    Econometrica, 1981, 49, (4), 1057-72 View citations (5183)