David Dickey
David Alan Dickey ( born December 22, 1945 in Painesville or Cleveland, Ohio, USA) is an American statistician.
Life and work
Dickey earned his Artium Baccalaureus 1967 (AB) and 1969 his MS in mathematics from Miami University in Oxford ( Ohio). Subsequently, he was a lecturer in mathematics at the College of William & Mary in Williamsburg, Virginia (1969-1971), at Randolph -Macon College in Ashland, Virginia (1971-1972) and at Iowa State University ( 1972-1974 ). In 1976 he was at Iowa State University in statistics to the Ph.D. doctorate. Since 1976 he has been Professor of Statistics at North Carolina State University.
Dickey is concerned with time series analysis. With Wayne Fuller, he developed the Dickey -Fuller test.
In 1971 he married Barbara Shell, with whom he has a son and a daughter.
Works (selection)
- Robert GD Steel, James H. Torrie and David A. Dickey: Principles and procedures of statistics. A biometrical approach. 3rd Edition, WCB / McGraw -Hill, Boston 1997, ISBN 0-07-061028-2
- John O. Rawlings, Sastry G. Pantula and David A. Dickey: Applied Regression Analysis. A Research Tool. 2nd edition, Springer, New York 1998, ISBN 0-387-98454-2 ( digitized, PDF, 6.4 MB)
- John C. Brocklebank and David A. Dickey: SAS System for Forecasting Time Series. 2nd edition, Wiley, New York 2006, ISBN 978-0-471-39566-9
- David A. Dickey and Wayne A. Fuller: Distribution of the Estimators for Autoregressive Time Series With a Unit Root. In: Journal of the American Statistical Association. Volume 74, No. 366, June 1979, pp. 427-431 ( digitized at jstor )
- David A. Dickey and Wayne A. Fuller: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. In: Econometrica. Volume 49, No. 4, July 1981, pp. 1057-1072 ( digitized at jstor )
- DA Dickey, WR Bell and RB Miller: Unit Roots in Time Series Models. Tests and Implications. In: American Statistician. Volume 40, 1986, pp. 12-26.
- David A. Dickey, Dennis W. Jansen and Daniel L. Thornton: A primer on cointegration with application to money and income to. In: Review, Federal Reserve Bank of St. Louis. March 1991, pp. 58-78.
- Said E. Said and David A. Dickey: Testing for Unit Roots in Autoregressive - Moving Average Models of Unknown Order. In: Biometrika. Volume 71, No. 3, December 1984, pp. 599-607 ( digitized at jstor )
- YM Akdi and DA Dickey: Periodograms of Unit Root Time Series. Distribution and testing. In: Communications in Statistics. Volume 27, 1998, pp. 69-87