David A. Dickey

Available identifiers

Publication	Date of Publication	Type
Asymptotic analysis of non-periodical cointegration with high seasonals	2019-08-07	Paper
Seasonal unit root tests in long periodicity cases	2014-08-06	Paper
Normally distributed seasonal unit root tests	2012-09-05	Paper
Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4406224	2003-06-25	Paper
Normalizations for periodogram-based unit root tests.	2003-05-07	Paper
Unit root test: An unconditional maximum likelihood approach	2001-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q4217815	1999-03-08	Paper
Applied Regression Analysis	1998-06-03	Paper
Pfriodograms of unit root time series: distributions and tests	1998-05-25	Paper
RECOGNIZING OVERDIFFERENCED TIME SERIES	1994-07-21	Paper
Testing for a unit root nonstationarity in multivariate autoregressive time series	1989-01-01	Paper
Hypothesis Testing in ARIMA(p, 1, q) Models	1985-01-01	Paper
Testing for Unit Roots in Seasonal Time Series	1984-01-01	Paper
Testing for unit roots in autoregressive-moving average models of unknown order	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3963856	1982-01-01	Paper
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root	1981-01-01	Paper
Distribution of the Estimators for Autoregressive Time Series With a Unit Root	1979-01-01	Paper

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