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Details about James Durbin

This author is deceased (2012-06-23).

Access statistics for papers by James Durbin.

Last updated 2019-02-07. Update your information in the RePEc Author Service.

Short-id: pdu344


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Working Papers

2001

  1. An efficient and simple simulation smoother for state space time series analysis
    Computing in Economics and Finance 2001, Society for Computational Economics

1998

  1. Fast Filtering and Smoothing for Multivariate State Space Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (9)
    See also Journal Article in Journal of Time Series Analysis (2000)
  2. Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2000)

1996

  1. A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

Journal Articles

2003

  1. Filtering and smoothing of state vector for diffuse state-space models
    Journal of Time Series Analysis, 2003, 24, (1), 85-98 Downloads View citations (26)

2002

  1. A simple and efficient simulation smoother for state space time series analysis
    Biometrika, 2002, 89, (3), 603-616 View citations (232)

2000

  1. Fast Filtering and Smoothing for Multivariate State Space Models
    Journal of Time Series Analysis, 2000, 21, (3), 281-296 Downloads
    See also Working Paper (1998)
  2. Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives
    Journal of the Royal Statistical Society Series B, 2000, 62, (1), 3-56 Downloads View citations (85)
    See also Working Paper (1998)

1999

  1. Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest
    Econometrica, 1999, 67, (3), 639-644 View citations (40)

1997

  1. Benchmarking by State Space Models
    International Statistical Review, 1997, 65, (1), 23-48 Downloads

1988

  1. Appendix: Statistical Requirements of the AIDS Epidemic
    Journal of the Royal Statistical Society Series A, 1988, 151, (1), 127-130 Downloads
  2. Is a philosophical consensus for statistics attainable?
    Journal of Econometrics, 1988, 37, (1), 51-61 Downloads
  3. Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations
    Econometric Theory, 1988, 4, (01), 159-170 Downloads View citations (4)
  4. Reply to Stephen E. Fienberg's discussion
    Journal of Econometrics, 1988, 37, (1), 65-65 Downloads

1981

  1. Approximations for densities of sufficient estimators
    Journal of Econometrics, 1981, 16, (1), 165-165 Downloads

1970

  1. An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression
    Econometrica, 1970, 38, (3), 422-29 Downloads View citations (4)
  2. Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
    Econometrica, 1970, 38, (3), 410-21 Downloads View citations (147)

1967

  1. Design of Multi‐Stage Surveys for the Estimation of Sampling Errors
    Journal of the Royal Statistical Society Series C, 1967, 16, (2), 152-164 Downloads

Books

2012

  1. Time Series Analysis by State Space Methods
    OUP Catalogue, Oxford University Press View citations (300)
    Also in OUP Catalogue, Oxford University Press (2001) View citations (610)

Chapters

1979

  1. Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively
    A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 173-200 Downloads
    Also in A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 173-198 (1978) Downloads
 
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