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Maximum likelihood estimation of the parameters of a system of simultaneous regression equations
Durbin, James - In: Econometric theory 4 (1988) 1, pp. 159-170
Persistent link: https://www.econbiz.de/10001049381
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Time series analysis by state space methods
Durbin, James; Koopman, Siem Jan - 2001 - 1. publ.
Persistent link: https://www.econbiz.de/10001530511
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James; Koopman, Siem Jan - 1998
Persistent link: https://www.econbiz.de/10000998337
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A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.; Durbin, James - 1996
Persistent link: https://www.econbiz.de/10000939772
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Benchmarking by state space models
Durbin, James - In: International statistical review : a journal of the … 65 (1997) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10001223828
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Time series analysis by state space methods
Durbin, James; Koopman, Siem Jan - 2012 - Second edition
Persistent link: https://www.econbiz.de/10009570767
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Seasonal adjustment of unemployment series
Brown, Robert Leslie - 1971
Persistent link: https://www.econbiz.de/10000324251
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Estimation of regression coefficients of interest when other regression coefficients are of no interest
Magnus, Jan R.; Durbin, J. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 639-643
Persistent link: https://www.econbiz.de/10001378459