J. Durbin

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) · 1975 · 5K citations

Business, Mathematics, Econometrics +16

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

Social Sciences, Economics, Econometrics +14

Time Series Analysis by State Space Methods

J. Durbin, Siem Jan Koopman · Oxford University Press eBooks · 2012 · 1.5K citations

Computing, Meteorology, Dynamical Systems +15

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

J. Durbin · Econometrica · 1970 · 1.2K citations

Social Sciences, Economics, Econometrics +16

The Fitting of Time-Series Models

J. Durbin · Revue de l Institut International de Statistique / Review of the International Statistical Institute · 1960 · 1.1K citations

Computing, Mathematics, Econometrics +11