J Durbin
Biographic Data
| ID | 271646 |
|---|---|
| NAME | J Durbin |
| GIVEN NAMES | J |
| FAMILY NAME | Durbin |
| SIGNATURE | DURBIN J |
| AFFILIATIONS | London School of Economics and Political Science |
| VERIFIED | No |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 6 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1951 |
| LATEST PUBLICATION YEAR | 1975 |
| H-INDEX | 1 |
Techniques for Testing the Constancy of Regression Relationships Over Time
Methods for studying the stability over time of regression relationships are considered. Recursive residuals, defined to be uncorrelated with zero means and constant variance, are introduced and tests based on the cusum and cusum of squares of recursive residuals are developed. Further techniques based on moving regressions, in which the regression model is fitted from a segment of data which is moved along the series, and on regression models wh…
Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
The construction of tests of model specification is considered from a general point of view. The results are applied to testing the serial independence of the disturbances in a regression model where some of the regressors are lagged dependent variables. It is shown that the asymptotic distribution of the lag-1 serial correlation coefficient calculated from the least-squares residuals differs from that of the coefficient calculated from the true …
Introduction to Difference Equations
Appendix note on a statistical question raised in the preceding paper
The fact that the maximum value of the index of association depends on the marginal totals can be corrected as follows
Errors in Variables
Testing for Serial Correlation in Least Squares Regression. Ii
J. DURBIN, G. S. WATSON; TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II, Biometrika, Volume 38, Issue 1-2, 1 June 1951, Pages 159–178, http
Testing for Serial Correlation in Least Squares Regression. Ii
J. DURBIN, G. S. WATSON; TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II, Biometrika, Volume 38, Issue 1-2, 1 June 1951, Pages 159–178, http
Errors in Variables
Appendix note on a statistical question raised in the preceding paper
The fact that the maximum value of the index of association depends on the marginal totals can be corrected as follows
Introduction to Difference Equations
Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
The construction of tests of model specification is considered from a general point of view. The results are applied to testing the serial independence of the disturbances in a regression model where some of the regressors are lagged dependent variables. It is shown that the asymptotic distribution of the lag-1 serial correlation coefficient calculated from the least-squares residuals differs from that of the coefficient calculated from the true …
Techniques for Testing the Constancy of Regression Relationships Over Time
Methods for studying the stability over time of regression relationships are considered. Recursive residuals, defined to be uncorrelated with zero means and constant variance, are introduced and tests based on the cusum and cusum of squares of recursive residuals are developed. Further techniques based on moving regressions, in which the regression model is fitted from a segment of data which is moved along the series, and on regression models wh…
Computer Science (5 works) · Mathematics (5 works) · Econometrics (4 works) · Statistics (4 works) · Advanced Statistical Methods and Models (3 works) · Regression (3 works) · Regression analysis (3 works) · Generalized least squares (2 works) · Ordinary least squares (2 works) · Partial least squares regression (2 works)