James Durbin

Q: What Schools Are Affiliated With James Durbin

James Durbin is affiliated with the following schools: London School of Economics, University of Cambridge

James Durbin's AcademicInfluence.com Rankings

James Durbin

Economics

#912

World Rank

#1077

Historical Rank

Econometrics

#33

World Rank

#34

Historical Rank

economics Degrees

James Durbin

Mathematics

#844

World Rank

#1499

Historical Rank

Statistics

#38

World Rank

#55

Historical Rank

mathematics Degrees

Download Badge

Economics
Mathematics

Why Is James Durbin Influential?

(Suggest an Edit or Addition)

According to Wikipedia, James Durbin FBA was a British statistician and econometrician, known particularly for his work on time series analysis and serial correlation. Education The son of a greengrocer, Durbin was born in Widnes, where he attended the Wade Deacon Grammar School. He studied mathematics at St John's College, Cambridge, where his contemporaries included David Cox and Denis Sargan. After wartime service in the Army Operational Research Group, he worked as a statistician for two years with the British Boot, Shoe and Allied Trades Research Association and took a postgraduate diploma in mathematical statistics at Cambridge, supervised by Henry Daniels.

(See a Problem?)

James Durbin's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Techniques for Testing the Constancy of Regression Relationships Over Time (1975) (4209)
Testing for serial correlation in least squares regression. II. (1950) (3245)
Testing for serial correlation in least squares regression. I. (1950) (2241)
Time Series Analysis by State Space Methods (2001) (1369)
Errors in variables (1954) (1177)
Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970) (1115)
The fitting of time series models (1960) (1055)
A simple and efficient simulation smoother for state space time series analysis (2002) (589)
Monte Carlo maximum likelihood estimation for non-Gaussian state space models (1997) (458)
Estimation of Parameters in Time‐Series Regression Models (1960) (414)
Time Series Analysis by State Space Methods: Second Edition (2012) (402)
Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives (1998) (388)
Weak convergence of the sample distribution function when parameters are estimated (1973) (375)
EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS (1959) (364)
Distribution theory for tests based on the sample distribution function (1973) (342)
The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling (1986) (332)
Introduction to Difference Equations (1958) (267)
Components of Cramer-von Mises statistics. I (1972) (214)
Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test (1971) (211)
Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals (1969) (208)
The first-passage density of a continuous gaussian process to a general boundary (1985) (197)
Fast Filtering and Smoothing for Multivariate State Space Models (2000) (172)
Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings (1975) (145)
INCOMPLETE BLOCKS IN RANKING EXPERIMENTS (1951) (141)
Multivariate Correlational Analysis. (1959) (137)
Corrections to Part I: Testing for Serial Correlation in Least Squares Regression: I (1951) (136)
Some methods of constructing exact tests (1961) (135)
A Note on Regression When There is Extraneous Information About One of the Coefficients (1953) (122)
A note on the application of Quenouille's method of bias reduction to the estimation of ratios (1959) (117)
Local trend estimation and seasonal adjustment of economic and social time series (with discussion) (1982) (113)
Filtering and smoothing of state vector for diffuse state‐space models (2003) (101)
The effect of seat belt legislation on British road casualties: a case study in structural time series modelling (1986) (96)
Design of Multi‐Stage Surveys for the Estimation of Sampling Errors (1967) (89)
Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest (1999) (81)
An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression (1970) (77)
TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS (1957) (76)
Inversions and Rank Correlation Coefficients (1951) (74)
Approximations for densities of sufficient estimators (1981) (73)
Benchmarking by State Space Models (1997) (68)
Some Results in Sampling Theory When the Units are Selected with Unequal Probabilities (1953) (61)
HIV TESTING ON ALL PREGNANT WOMEN (1987) (52)
Exact Tests of Serial Correlation using Noncircular Statistics (1951) (48)
On Birnbaum's Theorem on the Relation between Sufficiency, Conditionality and Likelihood (1970) (43)
Tests of serial independence based on the cumulated periodogram (1967) (42)
Differences in response rates of experienced and inexperienced interviewers (1951) (40)
Efficient fitting of linear models for continuous stationary time-series from discrete data (1960) (39)
Seasonal Adjustment Based on a Mixed Additive‐Multiplicative Model (1975) (37)
The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier series (1980) (37)
The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines (1968) (36)
Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations (1988) (35)
Kolmogorov-smirnov tests when parameters are estimated (1976) (34)
Maximum likelihood estimation of parameters (2012) (27)
The geometry of estimation. (1951) (25)
Sampling theory for estimates based on fewer individuals than the number selected (1959) (24)
Callbacks and Clustering in Sample Surveys: An Experimental Study (1954) (20)
1. Distribution Theory for Tests Based on the Sample Distribution Function (1973) (19)
Three Methods of Comparing the Purchasing Power of Currencies (1958) (17)
Present position and potential developments: some personal views: time series analysis (1984) (17)
The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion) (2000) (16)
Statistics and statistical science (1987) (14)
Trend elimination by moving-averages and variate-difference filters (1962) (12)
A reconciliation of two different expressions for the first-passage density of brownian motion to a curved boundary (1988) (9)
Report of the International Statistical Institute Committee on the integration of statistics (1980) (8)
Distribution Theory for Tests Based on the Sample Distribution Function. (1974) (8)
Linear state space models (2012) (7)
Is a philosophical consensus for statistics attainable (1988) (7)
Approximate distributions of Student's t-statistics for autoregressive coefficients calculated from regression residuals (1986) (7)
Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively (1979) (7)
Appendix: Statistical Requirements of the AIDS Epidemic (1988) (6)
Statistics and the report of the Data Protection Committee (1979) (5)
Optimal estimating equations for state vectors in non-Gaussian and nonlinear state space time series models (1997) (5)
The price of ignorance of the autocorrelation structure of errors of a regression model (1983) (5)
Non-response and callbacks in surveys (1954) (4)
Appendix note on a statistical question raised in the preceding paper (1955) (4)
Seasonal adjustment of unemployment series (1971) (4)
Extensions of Kalman modelling to non-Gaussian observations (1990) (4)
Evolutionary Origins of Statisticians and Statistics (1985) (3)
Statistical requirements of the AIDS epidemic (a statement by the Royal Statistical Society) (appendix) (1988) (3)
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance (1996) (2)
Correction: Some Methods of Constructing Exact Tests (1966) (1)
1-1-1972 Equal Protection and Public School Financing : (2017) (1)
Efficient Fittmg of Linear Models for Continuous Stationary Time Series from Discrete Data Efficient Fitting of Linear Models for Continuous Stationary Tlme Series from Discrete Datal (2008) (1)
Trends in Statistics Teaching (1959) (1)
More than Twenty-Five Years of Testing for Serial Correlation in Least Squares Regression (1982) (1)
Equal Protection and Public School Financing: Serrano v. Priest (1972) (1)
A Simple and Eecient Simulation Smoother for State Space Time Series Analysis (2001) (1)
New method for seasonal adjustment of unemploymentseries (1970) (1)
Bayesian estimation of parameters (2012) (1)
Special cases of nonlinear and non-Gaussian models (2012) (0)
Filtering, smoothing and forecasting (2012) (0)
Apparatus and method for reordering data sets (1983) (0)
Further computational aspects (2012) (0)
Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling (2013) (0)
Approximate filtering and smoothing (2012) (0)
Importance sampling for smoothing (2012) (0)
Initialisation of filter and smoother (2012) (0)
BUREAU OF THE CENSUS STATISTICAL RESEARCH DIVISION (1993) (0)
Non-Gaussian and nonlinear illustrations (2012) (0)
On a test of serial correlation for regression models with lagged dependent variables (1992) (0)
Local level model (2012) (0)
Illustrations of the use of the linear model (2012) (0)

This paper list is powered by the following services:

Other Resources About James Durbin

en.wikipedia.org

What Schools Are Affiliated With James Durbin?

James Durbin is affiliated with the following schools:

James Durbin's Academic­Influence.com Rankings

Why Is James Durbin Influential?

James Durbin's Published Works

Published Works

Other Resources About James Durbin

What Schools Are Affiliated With James Durbin?

Image Attributions

James Durbin's AcademicInfluence.com Rankings