David A. Dickey

David A. Dickey

William Neal Reynolds Distinguished Professor
Department of Statistics,
North Carolina State University,
Raleigh, NC, 27695-8203.

dave_dickey@ncsu.edu
Tel: (919) 515-1925
Secy: (919) 515-1951
Fax: (919) 515-1169.




Ph.D. in Statistics from Iowa State University, 1976.

  1. Selected Publications (HTML), Resume: (postscript, pdf, WORD, 2 pg. in WORD) and
     
    Citation Counts (from Google Scholar) 
                    (total, since 2010)
    Citations       29,455  11,142  
    H Index             25,     19 
    i10 index           35,     26 
    
  2. Recorded talks and interviews
  3. Links to course home pages
  4. Rare papers
  5. ISU Dissertation on Unit Roots (1976)
  6. Prof. M. Dickey, Chemical Engineering
  7. Faculty member - NCSU Institute for Advanced Analytics
    Associate faculty member - Economics
    Faculty member - NCSU Financial Math Program
  8. Organizational Notes
  9. SAS code and powerpoints from presentations
  10. photos---

Research Interests:
My research work is in the area of time series, dealing with data taken over time. Specifically, Dr. Wayne Fuller and I have developed a "Unit Root Test" to see if a series is stationary . Stationarity means that the series fluctuates around some fixed mean so that if it is high at some point, it tends to eventually move down and if low, it tends to move up. Besides obvious applications in deciding how forecastable the stock market is, this testing can be applied to other series like the ratio of short to long term treasury bill interest rates. This ratio should be fairly stable in an open economy so that a rise in one rate should be accompanied by a rise in the other.