David A. Dickey

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

Business, Economics, Econometrics +12

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations

Business, Economics, Econometrics +15

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 9.1K citations

Business, Economics, Econometrics +12

The Analysis of Time Series: An Introduction

David A. Dickey, Chris Chatfield · Technometrics · 1991 · 3.6K citations

Computing, Economics, Mathematics +12

Testing for unit roots in autoregressive-moving average models of unknown order

Saïd E. Saïd, David A. Dickey · Biometrika · 1984 · 3.2K citations

Social Sciences, Economics, Econometrics +8