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 · 4.9K citations

Summary Methods, Engineering, Data Science +14

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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

Econometric Model, Economics, June 1951 +12

Time Series Analysis by State Space Methods

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

Nonlinear System Identification, Forecasting Methodology, State Space Approach +13

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

J. Durbin · Econometrica · 1970 · 1.2K citations

Economics, Dependent Variables, Backtesting +15

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

Parameter Identification, Engineering, Forecasting +4