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Fifty years since Koyck (1954)

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  • Philip Hans Franses

Abstract

This paper shows that Koyck (1954)’s PhD thesis amounts to one of the very important innovations in econometrics. The model and the associated transformation are still used in classrooms and in academic articles. His book is one of the most often cited econometrics publications of the 1950s, and still receives its share of citations. It remains a source of inspiration for present‐day researchers. To sum up, it amounts to one of the most influential Dutch publications on econometrics.

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  • Philip Hans Franses, 2004. "Fifty years since Koyck (1954)," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 381-387, November.
    • Handle: RePEc:bla:stanee:v:58:y:2004:i:4:p:381-387
    DOI: 10.1111/j.1467-9574.2004.00266.x
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    1. Franses, Ph.H.B.F. & van Oest, R.D., 2004. "On the econometrics of the Koyck model," Econometric Institute Research Papers EI 2004-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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    Cited by:

    1. Hervet, Guillaume & Guitart, Ivan A., 2022. "Increasing the effectiveness of display social media ads for startups: The role of different claims and executional characteristics," Journal of Business Research, Elsevier, vol. 153(C), pages 467-478.
    2. ten Cate, Arie & Franses, Philip Hans, 2008. "Error-correction modelling in discrete and continuous time," Economics Letters, Elsevier, vol. 101(2), pages 140-141, November.

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