An efficient two-step estimator for the dynamic adjustment model with autoregressive errors

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Computing, Data Science, Forecasting +11

Time Series Analysis, Forecasting and Control.

M. G. Kendall, G. E. P. Box, G. M. Jenkins · Journal of the Royal Statistical Society Series A (General) · 1971 · 2.8K citations

Computing, Data Science, Econometrics +11

Maximum likelihood identification of Gaussian autoregressive moving average models

HTROTUGU AKAIKE · Biometrika · 1973 · 1.4K citations

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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