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Keynote address : theory and practice in time series analysis

Durbin, James - In: Applied time series analysis of economic data, (pp. 127-130). 1983

Persistent link: https://www.econbiz.de/10002102607

An alternative to the bounds test for testing for serial correlation in least-squares regression

Durbin, J. - In: Econometrica : journal of the Econometric Society, an … 38 (1970) 3, pp. 422-429

Persistent link: https://www.econbiz.de/10002102521

Az idősorok trendjének becslése és szezonális kiigazítása

Durbin, J.; Kenny, P. B. - In: Statisztikai szemle : a Központi Statisztikai Hivatal … 61 (1983) 8/9, pp. 812-828

Persistent link: https://www.econbiz.de/10002102547

More than twenty-five years of testing for serial correlation in least squares regression

Durbin, J. - In: Current developments in the interface : economics, …, (pp. 59-71). 1982

Persistent link: https://www.econbiz.de/10002102558

The price of ignorance of the autocorrelation structure of the errors of regression model

Durbin, J. - In: Studies in econometrics, time series, and multivariate …, (pp. 243-253). 1983

Persistent link: https://www.econbiz.de/10002102568

Statistics and the Report of the Data Protection Committee [Vortrag], 7.3.1979

Durbin, J. - In: Journal of the Royal Statistical Society 142 (1979) 3, pp. 299-306

Persistent link: https://www.econbiz.de/10002102583

Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables

Durbin, J. - In: Econometrica : journal of the Econometric Society, an … 38 (1970) 3, pp. 410-421

Persistent link: https://www.econbiz.de/10002102592

Tests of model specification based on residuals

Durbin, J. - In: A survey of statistical design and linear models : …, (pp. 129-143). 1975

Persistent link: https://www.econbiz.de/10002102602

Present position and potential developments : some personal views ; time series analysis

Durbin, J. - In: Journal of the Royal Statistical Society 147 (1984) 2, pp. 161-173

Persistent link: https://www.econbiz.de/10003534891

Time Series Analysis by State Space Methods: Second Edition

Durbin, James; Koopman, Siem Jan - Oxford University Press

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and...

Persistent link: https://www.econbiz.de/10009325409