J. Durbin - Concepedia

Author

J. Durbin

London School of Economics and Political Science

Also Known As

Durbin, J., J Durbin, J. DURBIN, J. Durbin, James Durbin

126

Publications

23.4K

Citations

H-Index

110

Concepts

All Affiliations

London School of Economics and Political Science University of Cambridge

About

J. Durbin is an author at London School of Economics and Political Science specializing in statistics, engineering, and statistical inference.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	34	41	13.4K
2	Business	18	20	14.5K
3	Medicine	3	3	723
4	Language Studies	1	1	122
5	Law	1	1	336

J. Durbin

Publications

21.6K

Citations

H-Index

Page 1

	Year	Citations
Techniques for Testing the Constancy of Regression Relationships Over Time R. L. Brown, J. Durbin, Jessica Evans Journal of the Royal Statistical Society Series B (Statistical Methodology) Summary MethodsEngineeringData ScienceRecursive ResidualsBusiness	1975	4.9K
TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II J. Durbin, G. S. Watson Biometrika Econometric ModelEconomicsJune 1951BusinessEconomic Analysis	1951	3.6K
Time Series Analysis by State Space Methods J. Durbin, Siem Jan Koopman Oxford University Press eBooks Nonlinear System IdentificationForecasting MethodologyState Space ApproachEngineeringData Science	2012	1.5K
Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables J. Durbin Econometrica EconomicsDependent VariablesBacktestingMacroeconomicsSerial Correlation	1970	1.2K
The Fitting of Time-Series Models J. Durbin Revue de l Institut International de Statistique / Review of the International Statistical Institute Parameter IdentificationEngineeringForecastingFunctional Data AnalysisStatistics	1960	1.1K
TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. I J. Durbin, G. S. Watson Biometrika Econometric ModelEconomicsJ. DurbinBusinessApplied Econometrics	1950	674
A simple and efficient simulation smoother for state space time series analysis J. Durbin Biometrika EngineeringSimulationMarkov Chain Monte CarloEfficient Simulation SmootherState Estimation	2002	605
Estimation of Parameters in Time-Series Regression Models J. Durbin Journal of the Royal Statistical Society Series B (Statistical Methodology) Parameter EstimationEngineeringRegression AnalysisParameter IdentificationData Science	1960	515
Monte Carlo maximum likelihood estimation for non-Gaussian state space models J. Durbin Biometrika Exponential Family DistributionEngineeringLoglikelihood FunctionGaussian ProcessStatistical Inference	1997	445
The Lognormal Distribution with Special Reference to its Uses in Economics. J. Durbin, J. Aitchison, J. A. C. Brown Journal of the Royal Statistical Society Series A (General) EconophysicsEconometric ModelEconomicsLognormal DistributionSpecial Reference	1957	406

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