Skip to main content
Fachgebiete
Automobil + Motoren Bauwesen + Immobilien Business IT + Informatik Elektrotechnik + Elektronik Energie + Nachhaltigkeit Finance + Banking Management + Führung Marketing + Vertrieb Maschinenbau + Werkstoffe Versicherung + Risiko
DE
EN
Themenseiten
Organisationspsychologie Projektmanagement Marketing Smart Manufacturing
Bücher
Zeitschriften
Weitere Formate
Podcasts Webinare Technik Webinare Wirtschaft Kongresse Veranstaltungskalender Awards
Jetzt Einzelzugang starten
Zugang für Unternehmen
Referenzkunden
MTZ-Fachkongress

Antriebe und Energiesysteme von morgen


Austausch von Automobil- und Energiewirtschaft

Am 14./15. Mai geht es in Chemnitz um die Mobilitätswende durch Elektro- und Wasserstofffahrzeuge.
Erweiterte Suche
Anmelden
nach oben
Erschienen in:
LSE and Econometrics Kapitel lesen Erstes Kapitel lesen

2019 | OriginalPaper | Buchkapitel

25. James Durbin (1923–2012)

verfasst von : Andrew Harvey, David Bartholomew

Erschienen in: The Palgrave Companion to LSE Economics

Verlag: Palgrave Macmillan UK

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

James Durbin joined the LSE Statistics Department in 1950 and remained there until he retired in 1988. He was a key figure in the development of econometrics and statistics. An early contribution, which came to be known as the Durbin–Watson test, was the first ‘diagnostic’ to be routinely applied in the analysis of regression models and it exerted a profound influence on the way that econometrics evolved. However, it was only one of a number of fundamental contributions made by Durbin. He was a Fellow of the British Academy and in 2008 he was awarded the Royal Statistical Society’s Guy Medal in Gold for a lifetime’s achievement in statistics.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Jetzt informieren
Vorheriges Kapitel Ezra J. Mishan (1917–2014)
Nächstes Kapitel Michio Morishima (1923–2004)
Literatur
Brown, R.L., J. Durbin and J.M. Evans (1975). ‘Techniques for Testing the Constancy of Regression Relationships over Time (with discussion)’. Journal of the Royal Statistical Society, Series B, 37(2): 149–192.
Durbin, J. (1953). ‘Some Results in Sampling Theory when the Units are Selected With Unequal Probabilities’. Journal of the Royal Statistical Society, Series B, 15(2): 262–269.
Durbin, J. (1954). ‘Errors in Variables’. Review of the International Statistical Institute, 22(1/3): 23–32.CrossRef
Durbin, J. (1957). ‘Testing for Serial Correlation in Systems of Simultaneous Regression Equations’. Biometrika, 44(3/4): 370–377.CrossRef
Durbin, J. (1968). ‘The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines’. Annals of Mathematical Statistics, 39(2): 398–411.CrossRef
Durbin, J. (1970). ‘An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression’. Econometrica, 38(3): 422–429.CrossRef
Durbin, J. (1971). ‘Boundary-Crossing Probabilities for the Brownian Motion and Poisson Processes and Techniques for Computing the Power of the Kolmogorov-Smirnov Test’. Journal of Applied Probability, 8(3): 431–453.CrossRef
Durbin, J. (1973). Distribution Theory for Tests Based on the Sample Distribution Function. Philadelphia: Society for Industrial and Applied Mathematics (SIAM).
Durbin, J. (1988). ‘Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations’. Econometric Theory, 4(1): 159–170.CrossRef
Durbin, J. and A. Harvey (1985). ‘The Effects of Seat Belt Legislation on Road Casualties in Great Britain: Report on Assessment of Statistical Evidence’. Annexe to Compulsory Seat Belt Wearing Report. Department of Transport. London: HMSO: A1–A46.
Durbin, J. and A. Harvey (1986). ‘The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling (with discussion)’. Journal of the Royal Statistical Society, Series A, 149(3): 187–227.
Durbin, J. and M. Knott (1972). ‘Components of Cramér-von Mises Statistics. I’. Journal of the Royal Statistical Society, Series B, 34(2): 290–307.
Durbin, J., M. Knott and C.C. Taylor (1975). ‘Components of Cramér-von Mises Statistics. II’. Journal of the Royal Statistical Society, Series B, 37(2): 216–237.
Durbin, J. and S.J. Koopman (1997). ‘Monte Carlo Maximum Likelihood Estimation for Non-Gaussian State Space Models’. Biometrika, 84(3): 669–684.CrossRef
Durbin, J. and S.J. Koopman (2001). Time Series Analysis by State Space Methods. Oxford: Oxford University Press.
Durbin, J. and A. Stuart (1951). ‘Inversions and Rank Correlation Coefficients’. Journal of the Royal Statistical Society, Series B, 13(2): 303–309.
Durbin, J. and A. Stuart (1954). ‘Callbacks and Clustering in Sample Surveys: An Experimental Study’. Journal of the Royal Statistical Society, Series A, 117(4): 387–428.CrossRef
Durbin, J. and G.S. Watson (1950). ‘Testing for Serial Correlation in Least Squares Regression. I’. Biometrika, 37(3/4): 409–428.CrossRef
Durbin, J. and G.S. Watson (1951). ‘Testing for Serial Correlation in Least Squares Regression. II’. Biometrika, 38(1/2): 159–177.CrossRef
Koopman, S.J. and J. Durbin (2000). ‘Fast Filtering and Smoothing for Multivariate State Space Models’. Journal of Time Series Analysis, 21(3): 281–296.CrossRef
Harvey, A. and D. Bartholomew (2016). ‘James Durbin, 1923–2012’. Biographical Memoirs of Fellows of the British Academy, XV: 43–52.
Hausman, J.A. (1978). ‘Specification Tests in Econometrics’. Econometrica, 46(6): 1251–1271.CrossRef
Hendry, D.F. (1976). ‘The Structure of Simultaneous Equations Estimators’. Journal of Econometrics, 4(1): 51–88.CrossRef
Koopman, S.J. (2012). ‘Obituary: James Durbin, FBA, 1923–2012’. Journal of the Royal Statistical Society, Series A, 175(4): 1060–1064.
Malinvaud, E. (1966). Statistical Methods of Econometrics. Amsterdam: North-Holland.
Phillips, P.C.B. (1988). ‘The ET Interview: Professor James Durbin’. Econometric Theory, 4(1): 125–157.CrossRef
Metadaten
Titel
James Durbin (1923–2012)
verfasst von
Andrew Harvey
David Bartholomew
Copyright-Jahr
2019
Verlag
Palgrave Macmillan UK
Buch
The Palgrave Companion to LSE Economics

Print ISBN: 978-1-137-58273-7

Electronic ISBN: 978-1-137-58274-4

Copyright-Jahr: 2019

DOI
https://doi.org/10.1057/978-1-137-58274-4_25

Premium Partner

    Bildnachweise