David A. Dickey - Selected Publications

Selected Publications

David A. Dickey

--Curriculum Vita--

Citation Counts In November 1993 the publisher of Science Citation Index and Social Science Citation Index declared the Econometrica article listed below to be a "citation classic," stating that it had been cited in more than 435 publications. In 1997 it was displayed in the NSCU library as the most cited paper (738 citations then, 1017 as of 7/99) by any NCSU professor. The Biometrika article with my student Said was 7th most cited (243 citations then, 336 as of 7/99). An earlier 1979 JASA paper has been cited 1277 times as of 7/99. A search of Social Sciences Citation Index shows 4669 citations of all papers as of Oct 2001. The JASA and Econometrica appeared as references in the official support documentation for the 2003 Nobel Prize in Economics. awarded to Engle and Granger.

-- Papers --

Akdi, Y. and Dickey, D. A. (1997). "Periodograms of Unit Root Time Series: Distributions and Tests" Communications in Statistics 27, 69-87

Akdi, Y. and Dickey, D. A. (1999). "Periodograms for Seasonal Time Series with a Unit Root," Istatistik 2, 153-164

Brocklebank, J. and Dickey, D. A. (1984) "Using the SAS System to Perform Univariate and Cross Spectral Analysis," Proceedings of SUGI , 948-954.

Brocklebank, J. and Dickey, D. A. (1985) "Statespace Modeling," invited paper in Proceedings of Pacific Statistical Conference, 114-120 (Aukland New Zealand).

Brocklebank, J. and Dickey, D. A. (1986) "Performing the X-11 ARIMA Seasonal Adjustment," Proceedings of SUGI , 949-958.

Bush, E.J., Cowen, P., Morrow, W. E. M., Dickey, D. A. , and Zering, K. E. (1995) "Empirical Similarity of Responses of Two Random Samples of North Carolina Swine Producers to a Management Questionnaire used in the U.S. National Swine Survey," Preventive Veterinary Medicine , 22, 1-13.

Caruolo, E. V., Jarman, R. F., and Dickey, D. A. , (1990) "Milk Temperatures in the Claw Piece of the Milking Machine and Mammary Surface Temperature are Predictors of Internal Mammary Temperature in Goats," Journal of Veterinary Medicine A , 37, 61-67.

Chang, M. C., Dickey, D. A. , (1993) "Recognizing Overdifferenced Time Series," Journal of Time Series Analysis , 15, 1-8.

Dickey, D. A. (1981) "Histograms, Percentiles, and Moments." American Statistician , 35, 164-165.

Dickey, D. A. (1984). "Power of Unit Root Tests," Proceedings of Business and Economic Statistics Section, American Statistical Assn., 489-493

Dickey, D. A. (1984). "Stationarity Transformations in Vector Autoregressions," Proceedings of Business and Economic Statistics Section, American Statistical Assn., 171-174

Dickey, D. A. (1990). "Testing for Unit Roots in Vector Processes and its Relationship to Cointegration," in Advances in Econometrics, vol. 8, 87-105 (Thomas Fomby, ed.)

Dickey, D. A. (1990). "Recognizing Overdifferenced Time Series" Proceedings of Business and Economic Statistics Section, American Statistical Assn.,
Dickey, D. A. (1998). "Regression with Time Series Errors," invited paper, Proceedings of 23rd Annual SAS Users Group International Conference 359-366
Dickey, D. A. (1999). "Statistical Graphics," invited paper, Proceedings of 24th Annual SAS Users Group International Conference
Dickey, D. A. (2000). "Time Series: Nonstationary Distributions and Unit Roots" International Encyclopedia of the Social and Behavioral Sciences (in press)
Dickey, D. A. and Brocklebank, J. (1984) "Preliminary Transformations in Time Series Modeling," Proceedings of 9th Annual SAS Users Group International Conference, 58-63.

Dickey, D. A. and Brocklebank, J. (1984) "Preliminary Transformations in Time Series Modeling," invited paper in Proceedings of Pacific Statistical Conference, (Aukland, New Zealand) 107-113.

Dickey, D. A. and Brocklebank, J. (1986) "Checking for Autocorrelation in Regression Residuals," Proceedings of 11th Annual SAS Users Group International Conference, 959-965.

Dickey, D. A. and Fuller, W.A. (1976). "Distribution of First Order Autoregressive Estimator," Proceedings of the Business and Economic Statistics Section, American Statistical Association., 278-281.

Dickey, D. A. and Fuller, W.A. (1979). "Distribution of the Estimators for Autoregressive Time Series with a Unit Root ," J. American Statistical Assn., 74, 427-431. This paper was cited in the support documentation for the 2003 Nobel Prize in Economics.

Dickey, D. A. and Fuller, W.A. (1981). "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root ," Econometrica , 49, 1057-1072.,

2003 Nobel Prize in Economics.

Dickey, D. A. and Gonzalez-Farias, G. (1992). "A New Maximum Likelihood Approach to Testing for Unit Roots," Proceedings of the Business and Economic Statistics Section, American Statistical Association.

Dickey, D. A. , Hasza, D.P. and Fuller, W.A. (1984) "Testing for Unit Roots in Seasonal Time Series," Journal of the American Statistical Association. 79, 355-367

This article was reprinted in the book Modelling Seasonality S. Hylleberg, ed. (1992), Oxford University Press.

Dickey, D. A. , D. W. Jansen, and D. L. Thornton (1991). "A Primer on Cointegration with an Application to Money and Income," Federal Reserve Bank of St. Louis Review. 17, 58-78

Dickey, D. A. and Rossana, R. J.(1994) "Cointegrated Time Series: a Guide to Estimation and Hypothesis Testing," Oxford Bulletin of Economics and Statistics," 56,235-353
Dickey, D. A. and Said, S.E. (1981). "Testing ARIMA (p, 1, q) versus ARMA (p + 1, q) Models," Proceedings of Business and Economic Statistics Section, American Statistical Association.

Said, S.E. and Dickey, D. A. (1984). "Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order," Biometrika 71, 599-607.

Dickey, D. A., Bell, W.R. and Miller, R.B. (1986). " Unit Roots in Time Series Models: Tests and Implications," American Statistician 40, 12-26.

Dickey, D. A. and Pantula, S.G. (1987). "Determining the Order of Differencing in AR Processes," Journal of Business and Economic Statistics 5, 455-461.
Dickey, D. A. , and S. G. Pantula (2002). “Determining the order of differencing in AR processes.” Journal of Business Economics Statistics, 20: 18-24. (20th Anniversary Commemorative Issue- published originally in 1986)
Dickey, Michael D., Stewart, M. D., Willson, C. G. and Dickey, D. A. , (2005) “An Automated Statistical Process Control Study of Inline Mixing Using Spectrophometric Detection,” accepted for publication, Journal of Chemical Education.
Evans, B.A. and Dickey, D. A. , (2002).”Normalizations for periodogram-based unit root tests”, Statistics and Probability Letters, 60: 343-350.
Fountis, N.G. and Dickey, D. A. (1989). "Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series," Annals of Statistics 17, 419-428.

Gonzalez-Farias, Graciela and Dickey, D. A. (1999) " Unit Root Tests: An Unconditional Maximum Likelihood Approach," Boletin de la Sociedad Matematica Mexicana 5, 199-221.

Huh, Seungho, Dickey, D. A. , Meador, M. R. and Ruhl, K. E. (2005). "Temporal analysis of the frequency and duration of low and high stream flow: years of record needed to characterize streamflow variability" Journal of Hydrology vol. 310, p.78-94.
Lee, Taiyeong and Dickey, D. A. , (2004). “Unconditional Maximum Likelihood Estimator for a Seasonal Unit Root Test,” Journal of Time Series Analysis vol. 25 #4 pg. 551-557.
Mochrie RD, and Dickey, D. A. (1984) Comparison of Semiautomated Method with Official Optical Somatic-cell Counting Method-III for Determining Somatic-cells in Milk Journal of the Association of Official Analytical Chemists 67: (3) 615-617
Phillips, K. J., Ghosh, T. K., Dickey, D. A. , (2005) Stress Relaxation of Tufted Carpets and Carpet Components: Analysis of the Tufted Carpet Structure. Textile Research Journal vol. 75 # 6, 485-491.
Spooner, J., S.L. Brichford, Dickey, D. A. , R.P. Maas, M.D. Smolen, G.J. Ritter, and E.G. Flaig (1988) Determining The Sensitivity of the Water Quality Monitoring Program in the Taylor Creek-Nubbin Slough, Florida Project. Lake and Reservoir Management, 4(2):113- 124.
Spooner, J. , Dickey, D. A. , and J.W. Gilliam (1990). Determining and Increasing the Statistical Sensitivity of Nonpoint Source Control Grab Sample Monitoring Programs. p. 119-135. In: Proceedings International Symposium on the Design of Water Quality Information Systems. Information Series No. 61, Colorado Water Resources Research Institute, Colorado State University, Fort Collins, Colorado. p. 473
Walker, John T., Aneja, V. P. , and Dickey, D. A. (2000) "Atmospheric Transport and Wet Deposition of Ammonium in North Carolina," International Journal of Atmospheric Environment 34, 3407-3418.

-- Books --

Bowerman, B. L., O'Connell, R. T., and Dickey, D. A. (1986). Linear Statistical Models: An Applied Approach Duxbury
Brocklebank, J. C. and Dickey, D. A. (1986). The SAS System for Forecasting Time Series SAS Inst.
Rawlings, J. O., Pantula, S.G., and Dickey, D. A. (1998). Applied Regression Analysis Springer
- (click here to find exercise data from this book)
- (click here for homepage of course taught from this book)
Steel, R. G. D., Torrie, J. H. and Dickey, D. A. (1997) Principles and Procedures of Statistics, 3rd. ed. McGraw Hill.
- (click here to see sample SAS programs and data from this book)
- (click here for homepage of course taught from this book)