David A. Dickey

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Person:1121625



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asymptotic analysis of non-periodical cointegration with high seasonals
Boletín de la Sociedad Matemática Mexicana. Third Series
2019-08-07Paper
Seasonal unit root tests in long periodicity cases
Journal of the Korean Statistical Society
2014-08-06Paper
Normally distributed seasonal unit root tests2012-09-05Paper
Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models
Journal of Time Series Analysis
2005-05-20Paper
scientific article; zbMATH DE number 1934911 (Why is no real title available?)2003-06-25Paper
Normalizations for periodogram-based unit root tests.
Statistics & Probability Letters
2003-05-07Paper
Unit root test: An unconditional maximum likelihood approach
Boletín de la Sociedad Matemática Mexicana. Third Series
2001-01-04Paper
scientific article; zbMATH DE number 1222305 (Why is no real title available?)1999-03-08Paper
Applied Regression Analysis
Springer Texts in Statistics
1998-06-03Paper
Pfriodograms of unit root time series: distributions and tests
Communications in Statistics: Theory and Methods
1998-05-25Paper
RECOGNIZING OVERDIFFERENCED TIME SERIES
Journal of Time Series Analysis
1994-07-21Paper
Testing for a unit root nonstationarity in multivariate autoregressive time series
The Annals of Statistics
1989-01-01Paper
Hypothesis Testing in ARIMA(p, 1, q) Models1985-01-01Paper
Testing for Unit Roots in Seasonal Time Series1984-01-01Paper
Testing for unit roots in autoregressive-moving average models of unknown order
Biometrika
1984-01-01Paper
scientific article; zbMATH DE number 3785960 (Why is no real title available?)1982-01-01Paper
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Econometrica
1981-01-01Paper
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Journal of the American Statistical Association
1979-01-01Paper


Research outcomes over time


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