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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

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

Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively

Durbin, J.; Kenny, P. B. - In: Seasonal Analysis of Economic Time Series

Persistent link: https://www.econbiz.de/10005591871

Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest

Magnus, Jan R.; Durbin, J. - In: Econometrica 67 (1999) 3, pp. 639-644

Persistent link: https://www.econbiz.de/10005699908

A simple and efficient simulation smoother for state space time series analysis

Durbin, J. - In: Biometrika 89 (2002) 3, pp. 603-616

A simulation smoother in state space time series analysis is a procedure for drawing samples from the conditional distribution of state or disturbance vectors given the observations. We present a new technique for this which is both simple and computationally efficient. The treatment includes...

Persistent link: https://www.econbiz.de/10005447055