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James Durbin

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Personal Details

First Name:James
Middle Name:
Last Name:Durbin
RePEc Short-ID:pdu344

This author is deceased (Date: 23 Jun 2012)

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  1. J. Durbin and S.J. Koopman, 2001. "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001 52, Society for Computational Economics.
  2. Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper 1998-142, Tilburg University, Center for Economic Research.
  3. Koopman, S.J.M. & Durbin, J., 1998. "Fast Filtering and Smoothing for Multivariate State Space Models," Discussion Paper 1998-18, Tilburg University, Center for Economic Research.
  4. Magnus, J.R. & Durbin, J., 1996. "A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance," Discussion Paper 1996-60, Tilburg University, Center for Economic Research.
  1. S. J. Koopman & J. Durbin, 2003. "Filtering and smoothing of state vector for diffuse state-space models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 85-98, January.
  2. J. Durbin, 2002. "A simple and efficient simulation smoother for state space time series analysis," Biometrika, Biometrika Trust, vol. 89(3), pages 603-616, August.
  3. J. Durbin & S. J. Koopman, 2000. "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, Royal Statistical Society, vol. 62(1), pages 3-56.
  4. Jan R. Magnus & J. Durbin, 1999. "Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest," Econometrica, Econometric Society, vol. 67(3), pages 639-644, May.
  5. Durbin, J., 1988. "Reply to Stephen E. Fienberg's discussion," Journal of Econometrics, Elsevier, vol. 37(1), pages 65-65, January.
  6. Durbin, J., 1988. "Is a philosophical consensus for statistics attainable?," Journal of Econometrics, Elsevier, vol. 37(1), pages 51-61, January.
  7. Durbin, James, 1988. "Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations," Econometric Theory, Cambridge University Press, vol. 4(01), pages 159-170, April.
  8. Durbin, J., 1981. "Approximations for densities of sufficient estimators," Journal of Econometrics, Elsevier, vol. 16(1), pages 165-165, May.
  9. Durbin, J, 1970. "An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression," Econometrica, Econometric Society, vol. 38(3), pages 422-429, May.
  10. Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-421, May.
  1. J. Durbin & P. B. Kenny, 1978. "Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively," NBER Chapters,in: Seasonal Analysis of Economic Time Series, pages 173-198 National Bureau of Economic Research, Inc.
  1. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2001-05-02
  2. NEP-ECM: Econometrics (1) 2001-05-02
  3. NEP-ETS: Econometric Time Series (1) 2001-05-02
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