1. Born December 22, 1945, Painesville, Ohio
2. Married (Barbara Shell) 1971
3. Children: Michael (10-18-76), Susan (11-12-80)

1. 1967 A.B. Mathematics; Miami University, Oxford, Ohio
2. 1969 M.S. Mathematics; Miami University, Oxford, Ohio
3. 1976 Ph.D. Statistics; Iowa State University, Ames, Iowa (Winner of Snedecor Award for outstanding statistics graduate student at ISU).

1. Time Series Theory and Methods (Unit Roots and Stationarity)
2. Regression
3. Statistical Methodology

1. 1968 Summer - Staff member Operations Research Division, Air Force Logistic Command, Wright Patterson AFB, Ohio
2. 1968-1969 - Math Instructor, Miami University, Ohio
3. 1969-1971 - Math Instructor, College of William and Mary, Virginia
4. 1971-1972 - Math Instructor, Randolph-Macon College, Virginia
5. 1972-1974 - Statistics Instructor, Iowa State University
6. 1976-present - Professor of Statistics, North Carolina State University Associate appointment in the Department of Economics
7. 1983 -1984 On leave to U.S. Bureau of Census, Statistical Research Division, A.S.A. Special Projects Section

1. Mu Sigma Rho (statistics)
2. Pi Mu Epsilon (mathematics)
3. Sigma Xi (general science)
4. Phi Kappa Phi (general)
5. Phi Mu Alpha (music)
6. Kappa Phi Kappa (education)
7. Institute of Mathematical Statistics
8. American Statistical Association (elected fellow, summer 2000)
9. Winner of Dave Mason Award (1986) for contributions to North Carolina State University Statistics Department
10. NCSU Academy of Outstanding Teachers 1994

1. Associate Book Review Editor (Time Series), Journal of the American Statistical Association, (1981-1983)
2. Associate Editor American Statistician 1984-1986
3. Associate Editor Journal of Business and Economic Statistics 1/87 - 12/88
4. Secretary-Treasurer of Business and Economic Statistic Section, American Statistical Association, 1986
5. Program Chairman for Econometrics, Time Series, and Operations Research Section, SAS User's Group International, 1986
6. Publications Chairman of Business and Economic Statistics Section, American Statistical Association, 1990
7. Program Chairman, Business and Economic Section, American Statistical Association, 1996

1. Classes taught:
   1. Undergraduate introductory courses ST311, ST361, ST371-372, ST301
   2. Undergraduate statistical theory ST422
   3. Undergraduate computing ST445
   4. Graduate methods courses ST511, ST512, ST512(R)
   5. Graduate regression methodology, ST517
   6. Graduate time series methodology ST518
   7. Graduate experimental design ST531
   8. Graduate time series theory ST613, ST614
   9. Data mining, St610-G
   10. Statistical computing St610-A

2. Ph.D. students supervised, their topics, journal of publication, first job:
   1. S.E. Said - (1982). Testing for unit roots in autoregressive moving average models. JASA, Biometrika (professor ECU)
   2. N.G. Fountis - (1983). Testing for unit roots in multivariate autoregressions. Annals of Statistics (army services, Greece)
   3. David Sen - (1985). Robustness of single unit root test statistics in the presence of multiple unit roots. Journal of Business and Economic Statistics (IBM)
   4. Ming Chang - (1989). Testing of overdifference. Journal of Time Series Analysis(SAS Institute)
   5. Graciela Gonzalez-Farias (1992) A New Unit Root Test for Autoregressive Time Series. Journal of Business and Economic Statistics (also cited in Fuller: Introduction to Statistical Time Series, Wiley, 1996) (professor ITESM Monterrey Mexico)
   6. Key-Il Shin - (1992) A Unit Root Test for Multivariate Autoregressive Time Series (professor Hankuk Univ. Seoul Korea)
   7. Yilmaz Adki - (1995) Periodogram Analysis for Unit Roots. Istatistik. (professor, Ankara U. Turkey)
   8. Taiyeong Lee - (1998) Unit Root Tests in Nonstationary Time Series. J. Time Series Analysis (SAS Institute)
   9. Barry Evans - (1998) Estimation and Hypothesis Testing in Nonstationary Time Series Using Frequency Domain Methods. Stat & Prob Letters (Glaxo-Wellcome)
   10. Seungho Huh - (2001) Sample Size Determination and Stationarity Testing in the Presence of Trend Breaks. J. Hydrology. (Research Triangle Inst.)
   11. Hyunjung Kim (2001) Unit Root Tests in Panel Data: Weighted Symmettric Estimation and Maximum Likelihood Estimation. (Samsung Corp., Korea)
   12. Sangpil Hwang (2004) Dynamic Time Series Analysis Using Logistic Function. (Bank of Korea).

1. Akdi, Y.M. and Dickey, D.A. (1998). "Periodograms of Unit Root Time Series: Distributions and Tests," Communications in Statistics , 27, 69-87.
2. Akdi, Y. and Dickey, D. A. (1999). "Periodograms for Seasonal Time Series with a Unit Root," Istatistik 2, 153-164
3. Belongia, M. and Dickey, D.A. (1982). "Prefiltering and Causality Tests," Agricultural Economic Research, vol. 34, #4, 10-14.
4. Brockelbank, J. and Dickey, D.A. (1984). "Using the SAS System to Perform Univariate and Cross Spectral Analysis," Proceedings of SUGI , 948-954.
5. Brockelbank, J. and Dickey, D.A. (1985). "State Space Modeling," invited paper in Proceedings of Pacific Statistical Conference, 114-120 (Aukland, New Zealand).
6. Brocklebank, J. and Dickey, D. A. (1986). "Performing the X-11 ARIMA Seasonal Adjustment," Proceedings of SUGI, 949-958.
7. Brocklebank, J. and Dickey, D. A. (1986). SAS System for Forecasting Time Series . SAS Institute. In 1998 this book went into its 7th printing.
8. Brocklebank, J. and Dickey, D. A. (2003). SAS System for Forecasting Time Series 2nd ed. SAS Institute.
9. Bush, E. J., P. Cowen, W. E. Morgan Morrow, D. A. Dickey and K. E. Zering (1995). "Empirical Similarity of Responses of Two Random Samples of North Carolina Swine Producers to a Management Questionnaire used in the US National Swine Survey," Preventive Veterinary Medicine 22, 1-13.
10. Caruolo, E. V., Jarman, R. F. and Dickey, D. A. (1990). Milk Temperature 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.
11. Chang, M. C. and Dickey, D. A. (1993). "Recognizing Overdifferenced Time Series," Journal of Time Series Analysis, 15, 1-18.
12. Dickey, D. A. (1981). "Histograms, Percentiles and Moments." American Statistician, 164-165.
13. Dickey, D.A. (1983) "Statistics and the Stock Market", in Fascinaton of Statistics, Book and Arnold eds.
14. Dickey, D. A. (1984). "Power of Unit Root Tests," Proceedings of Business and Economic Statistics Section of ASA, 489-493.
15. Dickey, D. A. (1986). "Stationarity Transformations in Vector Autoregressions," Proceedings of Business and Economics Section of the American Statistical Association, 171-174.
16. Dickey, D. A. (1990). "Testing for Unit Roots in Vector Processes and its Relationship to Cointegration," Thomas Fomby (editor), Advances in Econometrics, Volume 8, 87-105.
17. Dickey, D. A. (1990). "Recognizing Overdifferenced Time Series," Proceedings of ASA Business and Economics Statistics Section.
18. Dickey, D. A. (1998). "Regression with Time Series Errors," invited paper in Proceedings of the 23rd SAS Users' Group International Conference 359-366.
19. Dickey, D. A. (1999). "Statistical Graphics," invited paper in Proceedings of the 24th SAS Users' Group International Conference, paper #274. 359-366.
20. Dickey, D. A. (2003). "Some Results in Unit Root Testing," Keynote talk, Proceedings of the Portuguese Statsitical Society, U. of Algavre, Faro Portugal
21. 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, 325-353.
22. 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.
23. Dickey, D. A. and Brocklebank, J. (1984). "Preliminary Transformations in Time Series Modeling," Proceedings of SAS Users' Group International Conference, 58-63.
24. Dickey, D. A. and Brocklebank, J. (1985). "Preliminary Transformations in Time Series Modeling," invited paper in Proceedings of Pacific Statistical Conference 107-113. (Aukland, New Zealand.)
25. Dickey, D. A. and Brocklebank, J. (1986). "Checking for Autocorrelation in Regression Residuals," Proceedings of SAS Users' Group International Conference, 959-965.
26. Dickey, D. A. and Fuller, W. A. (1976). "Distribution of First Order Autoregressive Estimator," Proceedings of Business and Economic Statistics Section, American Statistical Association, p. 278-281.
27. Dickey, D. A. and Fuller, W. A. (1979). "Distribution of the Estimators for Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association, 74, p. 427-431.
28. Dickey, D. A. and Fuller, W. A. (1979). "Autoregressive Estimation in Seasonally Nonstationary Time Series." Proceedings of Business and Economic Statistics Section, American Statistical Association , 343-348.
29. *Dickey, D. A. and Fuller, W. A. (1981). "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root." Econometrica 49, 1057-1072.
    *This article was named a "citation classic" in 1993 by the Institute for Scientific Information (publishers of the Social Sciences Citation Index).
30. 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
31. ** 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 1992 book Modeling Seasonality, Oxford University Press, Sven Hylleberg, editor
32. + Dickey, D. A., Jansen, D. W., and Thornton, D. L. A Primer on Cointegration with an Application to Money and Income. Review of Federal Reserve Bank of St. Louis, 73, 58-78.
    + This article was reprinted in the book Cointegration for the Applied Economist, (1994) B. B. Rao ed., MacMillan Press, London and in Foundations of Probability, Econometrics and Economic Games, (1996) Omar F. Hamouda, ed. Edward Elgar Publishing Ltd.
33. ++ 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.
    ++ This article was reprinted in the JBES commemorative issue of the 10 most influential papers over its first 20 years of existence (vol. 20, 2002)
34. 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.
35. Dickey, D. A. and Rossana, R. (1994). "Cointegration: A Guide to Estimation and Hypothesis Testing." Oxford Bulletin of Economics and Statistics, 3, 325-353.
36. 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,” in press, Journal of Chemical Education.
37. Evans, B. A. and Dickey, D. A. (2002. "Normalizations for periodogram-based unit root tests," Statistics and Proabability Letters, 60, 343-350
38. 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.
39. Lee, Taiyeong and Dickey, D. A. (2003) "Unconditional Maximum Likelihood Estimator for a Seasonal Unit Root Test," Journal of Time Series Analysis vol. 25 #4 pg. 551-557.
40. Mochrie, R. D. and Dickey, D. A. (1984). "Comparison of Semiautomated Method with Official Optical Somatic Cell Counting Method III," Journal of the Association of Official Analytical Chemistry, vol. 67 #3, 615-617.
41. Noga, E.J., Johnson, S. E., Dickey, D. A., Daniels, D. Burkholder, J.M. and Stanley, D. W. (1993) "Determining the Relationship Between Water Quality and Ulcerative Mycosis in Atlantic Menhaden," Report 92-15, Environmental Protection Agency National Estuary Program.
42. 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
43. Pietrafesa,L.J., D. Dickey & L. Xie, 2001. Flooding Due to Hurricanes Dennis and Floyd, Chapter 2 in Environmental and Socio-Economic Impacts of Hurricane Floyd, Carolina Coastal Pres
44. Rawlings, J. O., Pantula, S. G., and Dickey, D. A. (1998) Applied Regression Analysis a Research Tool, Springer-Verlag, New York. (2 ed.)
45. Rosen, M. B., Mochrie, R. D., Caruolo, E. V., and Dickey, D. A. (1983). "Relationship of Pulsation Ratio, and Liner Closure Rate to Milking Efficiency." Journal of Dairy Science, 2580-2586.
46. Said, S. E. and Dickey, D. A. (1981). "Distribution of Parameter Estimates in ARIMA (p, 1, q) Models," in Applied Time Series Analysis (Proceedings of Fifth International Time Series Meetings, 341-347. O. D. Anderson, Editor.
47. Said, S. E. and Dickey, D. A. (1984). "Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order," Biometrika , 71, 599-607.
48. Said, S. E. and Dickey, D. A. (1985). "Hypothesis Testing in ARIMA (p, 1, q) Models," Journal of the American Statistical Association, 80, 369-374.
49. 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.
50. 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
51. Steel, R. G. D. , J. H. Torrie, and D. A. Dickey (1997). Principles and Procedures of Statistics: A Biometrical Approach , McGraw-Hill, San Francisco (3 ed.).
52. Sen, D. L. and Dickey, D. A. (1987). "Symmetric Test for Second Differencing in Univariate Time Series," Journal of Business and Economic Statistics, 5, 463-473.
53. 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.
54. Xie, L., L.J. Pietrafesa and D.Dickey 2002. The mathematical architecture for a coastal and estuary modeling and environmental prediction system. Solutions to Coastal Disasters, p. 441-455.

1. Unit Root Tests, Keynote address Portuguese Statistical Society, Faro, 2003.
2. Case Studies in Time Series, SAS Users’ Group International, Seattle, Wash. 2003
3. A Review of Some Unit Root Testing Results, North Carolina ASA Chapter, 2003.
4. An Autoregressive Order 1 Process with Time Varying Coefficient, Joint Statistical Meetings, 2002.
5. A Review of Some Unit Root Test Results, Summer Research Conference in Statistics, natchez, Miss. June 2002.
6. A Review of Some Unit Root Testing, Keynote address at the Middle East Technical University Conference on Economics, 2001.
7. Unit Root Tests, Iowa State University in honor of Wayne Fuller’s retirement, 2001.
8. Identifying Time Series Models, Southeast SAS User’s group, Charlotte, N. C. Oct. 2000.
9. Statistical Graphics, 24th Annual SAS User’s Group International Conference, 1999.
10. Distributions and Tests for Nonstationary Time Series, G. M. Cox Statistics Conference, 1999.
11. Regression with Time Series Errors, Southeast SAS User’s Group Conference, Norfolk, Va. Sept. 1998.
12. Regression with Time Series Errors, SAS Users’ Group International, Nashville Tenn. March 1998.
13. Beating the System: Adapting Exploratory Methods to the SAS Environment, Southeast SAS User’s Group Conference, 1998.
14. Graphics for Visualizing Statistical Concepts, Southeast SAS User’s Group, 1996.
15. A Look at the Time Series Forecasting Capabilities of SAS/ETS, Southeast SAS User’s Group, 1996.
16. Statistical Graphics, Southeast. SAS Users’ Group, Raleigh, NC., Sept. 1995.
17. Using graphics to convey statistical concepts and results, Southeast SAS User’s Group, Charleston, S. C., 1994.
18. Unit Root Testing, N. C. Chapter of American Statistical Association, 1992.
19. Box-Jenkins Transfer Functions, Pharmaceuticals Management Science Association, Boca Raton, Fla., 1990.
20. Unit Roots and Cointegration, UNC Wilmington (Econ), 1990.
21. Unit Root Tests and Cointegration, Federal Reserve Board of Governors, 1989.
22. Unit Root Tests and Cointegration, NCSU Economics Macro Workshop, 1989.
23. Elementary Forecasting Tools in the SAS System, SAS User’s Group International, 1988.
24. Checking for Autocorrelation in Regression Residuals, SAS User’s Group International Conference, 1986.
25. Performing the X-11 ARIMA Seasonal Adjustment, SAS User’s Group International 1986.
26. State Space Modeling, Pacific Statistical Conference, Auckland, New Zealand, 1985.
27. Preliminary Transformation in Time Series Modeling, Pacific Statistical Conference, Auckland, New Zealand, 1985.
28. Using the SAS System to Perform Univariate and Cross Spectral Analysis, SAS User’s Group International 1984.
29. Preliminary Transformations in Time Series Modeling, SAS User’s Group International, 1984.
30. Testing for Stationarity in Time Series, North Carolina ASA Chapter, 1984.

1. Unconditional Maximum Likelihood Tests for Unit Roots. American Statistical Association, August 1995.
2. Effects of Nonstationarity on Periodogram Distribution NBER-NSF Time Series conference, Harvard University, 1995.
3. Exact maximum likelihood unit root tests, Triangle Econometrics Meeting, Research Triangle, N. C., 1994.
4. Recognizing Overdifferenced Time Series, Business and Economics Statistics Section of the American Statistical Association, 1990.
5. Stationarity Transformations in Vector Autoregressions, Business and Economics Section of the American Statistical Association, 1986.
6. Power of Unit Root Tests, Business and Economic Statistics Section of the American Statistical Association, 1984.
7. Testing ARIMA (p, 1, q) versus ARMA (p + 1, q) Models Business and Economics Section of the American Statistical Association, 1981.
8. Diagnosing and Investigating Time-Series Realizations using SAS Software, SAS User’s Group International, 1998.
9. Unconditional Maximum Likelihood Test for Unit Roots, American Statistical Association, 1995.
10. Effects of Nonstationarity on Periodogram Distributions, NBER-NSF (Harvard), 1995.
11. An Unconditional Maximum Likelihood Test for a Unit Root, American Statistical Association, 1986.
12. Distribution of First Order Autoregressive Estimator, Business and Economic Statistics Section, American Statistical Association, 1976.
13. Testing for Unit Roots in Vector Autoregressions, 50th Anniversary Iowa State Stat Lab, 1983.
14. Testing for Unit Roots in Vector Autoregressions, NBER-NSF Time Series Meetings, Chicago, 1983.
15. Testing ARIMA(p, 1, q) versus ARMA(p+1, q), American Statistical Association, 1981.
16. Autoregressive Estimation in Seasonally Nonstationary Time Series, American Statistical Association, 1979.
17. Nonstationary Time Series, IMS Time Series Meetings, Ames, Iowa, 1978.
18. Research on Nonstationary Time Series, ASA meetings UNC-CH, 1977.

1. A Review of Unit Root Tests. Joe Havlichek Memorial lecture, Department of Economics, The Ohio State University, May 8, 2003.
2. A Review of Unit Root Tests., NC American Statistical Assoc., March 2003.
3. Experimental design – Invited lecture to senior design class in mechanical engineering NCSU, yearly 1992-2003.
4. Stationarity Testing in Time Series, NCSU stat seminar, 2000
5. Sample Size Determination under Autocorrelation, NCSU, Environmental statistics seminar, 2000.
6. R-square Measures in Logistic Regression lunchtime consulting group, 2000
7. A Review of Selected Results in Unit Root Tests, Virginia Tech (Econ.), 1999
8. Time Series Short Course, ITESM Monterey Mexico, 1998
9. Unit Roots, Cointegration, and Statespace Representation of Time Series. Week long series of lectures at Universidad de Brasilia, Brazil, 1995
10. Using Graphics to Convey Statistical Concepts and Results, S.E. SAS Users’ Group, Charleston, SC, Sept. 1994.
11. Testing for Unit Roots, Virginia Tech (Stat.), 1993
12. A Review of Stationarity Testing, Appalachian State University, 1993
13. Statistical Design in Experimentation with Grinding of Brittle Materials, Preceision Engineering Center lunch seminar 1991, and Precision Engineering Review Workshop 1992.
14. Testing for Overdifferencing in Time Series, Clemson University (Econ.), 1991
15. Experimental Design as a Science Research Tool N. C. School of Science and Math, 1991.
16. Testing for Unit Roots, NCSU Math Department Probability Seminar, 1991.
17. Unit Roots and Cointegration, 5 day seminar at Federal Reserve Board of Governors, Washington D.C. 1990
18. Unit Roots and Cointegration, 2 day workshop/seminar, Clemson University, 1990
19. All About Cointegration, UNC Chapel Hill (Econ), 1990.
20. Unit Roots and Cointegration, 5 day seminar at Federal Reserve Bank of St. Louis, 1989
21. Testing for Unit Roots, University of South Carolina (Stat), 1989.
22. A Review of Unit Root Testing Procedures, East Carolina University (Math), 1989.
23. Stationarity Testing in Time Series, UNC-Charlotte (Math), 1986.
24. Statespace Modeling, SAS Users’ Group International, Reno, Nev. March 1985.
25. Research on Unit Roots, Virginia Commonwealth University (Math), 1985.
26. ARIMA and Statespace Models, Dept of Business Analysis, Miami University, 1984.
27. Testing for Nonstationarity in Time Series, University of Maryland, 1984.
28. Testing for Nonstationarity in Time Series, U. S. Census Bureau (SRD), 1984
29. Testing for Nonstationarity in Time Series, U. S. Department of Energy, 1984.
30. Using Inverse Autocorrelations in Model Identification, U. S. Census Bureau (Demography), 1984.
31. Introduction to Statespace Models, U.S. Census Bureau (Demography), 1984.
32. Effects of autocorrelation in Regression, Los Alamos National Labs, 1978.
33. Estimation and Hypothesis Testing in Nonstationary Time Series, Triangle Econometrics Seminar, 1976.

1. Associate Editor Journal of Business and Economics Statistics, 1987 – 1988
2. Associate Editor American Statisticians, 1984 – 1986
3. Associate Book Review Editor (Time Series), Journal of the American Statistical Association, (1981-1983)
4. Reviewed NSF proposals
5. Reviewed Natural Sciences and Engineering Council of Canada proposals
6. Reviewed tenure cases for several U.S. and foreign universities
7. Refereed papers for numerous statistical journals including,
   • Annals of Statistics,
   • Communications in Statistics,
   • Econometrica,
   • Journal of Production Economics,
   • Ecology,
   • Psychological Methods,
   • Technometrics,
   • Journal of Forecasting,
   • Journal of Agricultural Biological & Environemental Statistics,
   • Journal of Business and Economic Statistics,
   • Journal of Time Series Analysis,
   • Statistical Science,
   • Journal of Statistical Planning and Inference, JRSS-B,
   • Journal of Monetary Economics,
   • Canadian Journal of Statistics,
   • American Statistician,
   • Biometrics,
   • Economic Theory,
   • Journal of Econometrics,
   • J. Multivariate Analysis,
   • Science, Southerm Journal of Agricultural Economics,
   • Journal Simulation and Computation

1. Chaired sessions at various Joint Statistical Meetings and NBER-NSF Time Series Workshops
2. Program Chair, Business and Economics section American Statistical Association, 1996
3. Program Chair Elect, Business and Economics section American Statistical Association, 1996
4. Program Chair Elect, Business and Economic section American Statistical Association, 1995
5. Publications Chairman of Business and Economics Statistics section American Statistical Association, 1990
6. Secretary-Treasurer of Business and Economic Statistics section American Statistical Association, 1986
7. Program Chairman for Econometrics, Time Series, and Operations Research Section, SAS User’s Group International, 1986

1. Mendenhall Fellowship Committee, 1996 – 2003
2. Advisor to the Mu Sigma Rho, 1990-2003
3. Sigma Xi Liaison, 1990-2003
4. Faculty Search Committee, 2001, 2002
5. Qualifier exam committee, 2003, 2001
6. Beach Trip Committee, 1982 – 1992
7. Departmental Review Committee, 1987
8. Ph. D. Preliminary Written Exam Committee, chair 2000, chair 1986, 1983, 1982, 1979
9. Basic Exam Committee, 2002, 2001, 2000, 1999, 1998, chair 1995, 1995, 1990, 1983, 1979
10. Post Tenure Review Committee 1999
11. Dept. Admissions Committee 1999
12. Econometrics position search committee, 1995
13. Computing position Search Committee, 1998
14. Seminar Chair, 1983, 1981
15. Sigma Xi Liaison
16. Cox Fund Committee 1979
17. United Way Chair 1979

1. Classroom Environment Committee, 1999-2003
2. Sigma Xi Exec Committee, 2003
3. PAMS Space Committee, 2003
4. SAS grant steering Committee (chaired 1993), 1993 – 2003
5. PAMS Advisory Committee, 1999-2002
6. Computer Affairs Committee, 1982-1983
7. Harrelson Infill Committee, 1993
8. PAMS Century II Campaign, 1991
9. Student-Faculty relations Committee, 1978, 1979

Developed and taught short courses on time series, econometrics, and cointegration at:

• Federal Reserve Bank of St. Louis
• Federal Reserve Board of Governors, Wash. D. C.
• Kellogg's Corporation
• ITESM, Monterrey Mexico
• Ministry of Social Services, Toronto Ontario

• Developed and am currently teaching courses in time series and general statistical methods for SAS Institute, a local computer software firm. Taught all over US, and in Canada, Australia, New Zealand.
• Developed and taught "statistical methods for genetecists" for NCSU Summer Institute in Statistical Genetics.
• Statistical analysis of environmental data for
  • Kilkelly Environmental Associates, Inc.
  • Systems Applications International
  • Pitts Consulting Inc.,
  • RMB Consulting
  • the CADMUS group.
• Analysis of experimental data for
  • Procter and Gamble co.
  • Kellogg's Corporation
  • Ethyl Corporation.