Statistics
Publications
28
Citations
2.7K
H-Index
22
Active since
1978
Affiliations
David N. DeJong is an author at University of Pittsburgh specializing in economics, social sciences, and time series econometrics.
Publications per year
1978–2012
28
28
Integration Versus Trend Stationary in Time Series
David N. DeJong, John C. Nankervis, N. E. Savin et al. · Econometrica · 1992 · 511 citations
Computing, Economics, Econometrics +13
The power problems of unit root test in time series with autoregressive errors
David N. DeJong, John C. Nankervis, N. E. Savin et al. · Journal of Econometrics · 1992 · 414 citations
1–5 of 28