David A. Dickey  Selected Publications
Selected Publications
David A. Dickey
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, 6987
 Akdi, Y.
and Dickey, D. A. (1999).
"Periodograms for Seasonal Time Series with a Unit Root,"
Istatistik 2, 153164
 Brocklebank, J. and Dickey, D. A. (1984) "Using the SAS System to
Perform Univariate and Cross Spectral Analysis," Proceedings of SUGI
, 948954.
 Brocklebank, J. and Dickey, D. A. (1985) "Statespace Modeling,"
invited paper in Proceedings of Pacific Statistical Conference,
114120 (Aukland New Zealand).
 Brocklebank, J. and Dickey, D. A. (1986) "Performing the X11 ARIMA Seasonal
Adjustment," Proceedings of SUGI , 949958.
 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, 113.
 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, 6167.
 Chang, M. C.,
Dickey, D. A. ,
(1993) "Recognizing Overdifferenced Time Series,"
Journal of Time Series Analysis , 15, 18.

Dickey, D. A.
(1981) "Histograms, Percentiles, and Moments."
American Statistician , 35, 164165.
 Dickey, D. A. (1984). "Power of
Unit Root Tests,"
Proceedings of Business and Economic Statistics Section, American Statistical Assn.,
489493
 Dickey, D. A. (1984).
"Stationarity Transformations in Vector Autoregressions,"
Proceedings of Business and Economic Statistics Section, American Statistical Assn.,
171174
 Dickey, D. A. (1990).
"Testing for
Unit Roots
in Vector Processes and its Relationship to Cointegration," in
Advances in Econometrics, vol. 8, 87105 (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
359366

 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, 5863.
 Dickey, D. A. and Brocklebank,
J. (1984) "Preliminary Transformations in Time Series Modeling," invited
paper in Proceedings of Pacific Statistical Conference, (Aukland, New
Zealand) 107113.
 Dickey, D. A. and Brocklebank,
J. (1986) "Checking for Autocorrelation in Regression Residuals,"
Proceedings of 11th Annual SAS Users Group International Conference, 959965.
 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., 278281.
 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, 427431.
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, 10571072.,
This paper was cited in the support documentation for the 2003 Nobel Prize in Economics.
 Dickey, D. A. and GonzalezFarias, 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, 355367
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, 5878
 Dickey, D. A. and Rossana, R.
J.(1994)
"Cointegrated Time Series: a Guide to Estimation and Hypothesis Testing,"
Oxford Bulletin of Economics and Statistics," 56,235353

 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
AutoregressiveMoving Average Models of Unknown Order,"
Biometrika 71, 599607.

Dickey, D. A., Bell, W.R. and Miller, R.B. (1986).
"
Unit Roots in Time Series Models: Tests and Implications," American Statistician
40, 1226.
 Dickey, D. A. and
Pantula, S.G. (1987). "Determining the Order of
Differencing in AR Processes,"
Journal of Business and Economic Statistics 5, 455461.
This article was reprinted in
Journal of Business and Economic Statistics (special issue, vol. 20, Jan. 2002 pg. 1824)
as one of the 10 most influential papers in the first 20 years of that journal's existence.
 Dickey, D. A. , and S. G. Pantula (2002). “Determining the order of differencing in AR processes.” Journal
of Business Economics Statistics, 20: 1824. (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 periodogrambased unit root
tests”, Statistics and Probability Letters, 60: 343350.
 Fountis, N.G. and Dickey, D. A. (1989). "Testing for a
Unit Root
Nonstationarity in Multivariate Autoregressive Time Series,"
Annals of Statistics 17, 419428.

GonzalezFarias, Graciela and Dickey, D. A. (1999)
" Unit Root Tests: An Unconditional
Maximum Likelihood Approach," Boletin de la Sociedad Matematica Mexicana
5, 199221.
 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.7894.
 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. 551557.

Mochrie RD, and Dickey, D. A. (1984)
Comparison of Semiautomated Method with Official Optical Somaticcell Counting
MethodIII for Determining Somaticcells in Milk
Journal of the Association of Official Analytical Chemists 67: (3) 615617
 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, 485491.

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 CreekNubbin 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. 119135.
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, 34073418.
 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
 Steel, R. G. D., Torrie, J. H. and Dickey, D. A. (1997)
Principles and Procedures of Statistics, 3rd. ed.
McGraw Hill.