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The ET Interview: Professor James Durbin

Part of: ET Interviews

Published online by Cambridge University Press:  18 October 2010

Peter C. B. Phillips
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Type
Et Interview
Information
Econometric Theory , Volume 4 , Issue 1 , April 1988 , pp. 125 - 157
Copyright
Copyright © Cambridge University Press 1988

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References

THE PUBLICATIONS OF JAMES DURBIN

1.Les equivalents a la somme de transactions. Economie Appliquee 3 (1950): 1965–1972.Google Scholar
2.The use of sampling methods in national income statistics and social accounting (with Stone, J.R.N. and Utting, J.E.G.). Review of the International Statistical Institute 18 (1950): 21–44.CrossRefGoogle Scholar
3.Testing for serial correlation in least squares regression, I (with Watson, G.S.). Biometrika 37 (1950): 409–428.Google Scholar
4.Testing for serial correlation in least squares regression, II (with Watson, G.S.). Biometrika 38 (1951): 159–178.Google Scholar
5.Exact tests of serial correlation using noncircular statistics (with Watson, G.S.). Annals of Mathematical Statistics 22 (1951): 446–451.CrossRefGoogle Scholar
6.Incomplete blocks in ranking experiments. British Journal of Psychology. 4 (1951): 85–90.Google Scholar
7.The geometry of estimation (with Kendall, M.G.). Biometrika 38 (1951): 150–158.CrossRefGoogle Scholar
8.Differences in response rates of experienced and inexperienced interviewers (with discussion) (with Stuart, A.). Journal of the Royal Statistical Society, A 114 (1951): 163–206.Google Scholar
9.Inversions and rank correlation coefficients (with Stuart, A.). Journal of the Royal Statistical Society, B 13 (1951): 303–309.Google Scholar
10.A note on regression when there is extraneous information about one of the coefficients. Journal of the American Statistical Association 48 (1953): 799–808.CrossRefGoogle Scholar
11.Some results in sampling theory when the units are selected with unequal probabilities. Journal of the Royal Statistical Society, B 15 (1953): 262–269.Google Scholar
12.Callbacks and clustering in sample surveys: An experimental study (with discussion) (with Stuart, A.). Journal of the Royal Statistical Society, A 117 (1954): 387–428.Google Scholar
13.Errors in variables. Review of the International Statistical Institute 22 (1954): 23–32.CrossRefGoogle Scholar
14.Nonresponse and callbacks in surveys. Bulletin of the International Statistical Institute 34 (1954): 72–86.Google Scholar
15.An experimental comparison between coders (with Stuart, A.). Journal of Marketing 19 (1954): 54–66.Google Scholar
16.Sampling theory for estimates based on fewer individuals than the number selected. Bulletin of the International Statistical Institute 36 (1957): 113–119.Google Scholar
17.Testing for serial correlation in systems of simultaneous regression equations. Biometrika 44 (1957): 370–377.CrossRefGoogle Scholar
18.Efficient estimation of parameters in moving-average models. Biometrika 46 (1959): 306–316.CrossRefGoogle Scholar
19.A note on the application of Quenouille's method of bias reduction to the estimation of ratios. Biometrika 46 (1959): 477–480.CrossRefGoogle Scholar
20.The fitting of time-series models. Review of the International Statistical Institute 28 (1960): 233–244.CrossRefGoogle Scholar
21.Estimation of parameters in time-series regression models. Journal of the Royal Statistical Society, B 22 (1960): 139–153.Google Scholar
22.Efficient fitting of linear models for continuous stationary time series from discrete data. Bulletin of the International Statistical Institute 38 (1961): 273–282.Google Scholar
23.Some methods of constructing exact tests. Biometrika 48 (1961): 41–55.CrossRefGoogle Scholar
24.Trend elimination by moving-average and variate-difference filters. Bulletin of the Inter national Statistical Institute 39 (1962): 131–141.Google Scholar
25.Trend elimination for the purpose of estimating seasonal and periodic components of time series. In Rosenblatt, M. (ed.), Time Series Analysis, New York: John Wiley & Sons, 1963.Google Scholar
26.Design of multistage surveys for the estimation of sampling errors. Applied Statistics 16 (1967): 152–164.CrossRefGoogle Scholar
27.Tests of serial independence based on the cumulated periodogram. Bulletin of the International Statistical Institute 42 (1967): 1039–1048.Google Scholar
28.The probability that the sample distribution function lies between two parallel straight lines. Annals of Mathematical Statistics 39 (1968): 398–411.CrossRefGoogle Scholar
29.Methods of investigating whether a regression relationship is constant over time (with Brown, R.L.). Mathematical Centre Tracts 26, European Meeting 1968, Selected Statistical Papers 1, Amsterdam.Google Scholar
30.Inferential aspects of the randomness of sample size in survey sampling. Symposium on the Foundation of Survey Sampling (University of North Carolina), In Johnson, N.L. and Smith, H.V. (eds.), New Developments in Survey Sampling, New York: Wiley Interscience, 1968.Google Scholar
31.Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals. Biometrika 56 (1969): 1–15.CrossRefGoogle Scholar
32.On Birnbaum's theorem on the relation between sufficiency, conditionality and likelihood. Journal of the American Statistical Association 65 (1970): 395–398.CrossRefGoogle Scholar
33.Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables. Econometrica 38 (1970): 410–421.CrossRefGoogle Scholar
34.An alternative to the bounds test for testing for serial correlation in least-squares regression. Econometrica 38 (1970): 422–429.CrossRefGoogle Scholar
35.Asymptotic distributions of some statistics based on the bivariate sample distribution function. In Puri, M.L. (ed.), Nonparametric Techniques in Statistical Inference, pp. 435–451. Cambridge: C.U.P., 1970.Google Scholar
36.New method for seasonal adjustment of unemployment series (with Brown, R.L. and Cowley, A.H.). Economic Trends 199 (1970): 16–20.Google Scholar
37.Testing for serial correlation in least-squares regression III (with Watson, O.S.). Biometrika 58 (1971): 1–19.CrossRefGoogle Scholar
38.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 (1971): 431–453.CrossRefGoogle Scholar
39.Seasonal Adjustment of Unemployment Series (with Brown, R.L. and Cowley, A.H.). Studies in Official Statistics, Research Series No. 4, Central Statistical Office, London.Google Scholar
40.Components of the Cramér-von Mises Statistics I. Journal of the Royal Statistical Society, B 34 (1972): 290–307.Google Scholar
41.Weak convergence of the sample distribution function when parameters are estimated. Annals of Statistics 1 (1972): 279–290.Google Scholar
42.Distribution theory for tests based on the sample distribution function, Society for Industrial and Applied Mathematics.Google Scholar
43.Components of Cramér-von Mises Statistics II (with Knott, M. and Taylor, C.C.). Journal of the Royal Statistical Society, B 37 (1975): 216–237.Google Scholar
44.Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings. Biometrika 62 (1975): 5–22.CrossRefGoogle Scholar
45.Tests of model specification based on residuals. In Srivastava, J.N. (ed.), Survey of Statistical Design and Linear Models, pp. 129–143. North Holland, 1975.Google Scholar
46.Techniques for testing the constancy of regression relationships over time (with discussion) (with Brown, R.L. and Evans, J.M.). Journal of the Royal Statistical Society, B 37 (1975): 149–192.Google Scholar
47.Seasonal adjustment based on a mixed additive-multiplicative model (with Murphy, M.J.). Journal of the Royal Statistical Society, A 138 (1975): 385–410.CrossRefGoogle Scholar
48.Seasonal adjustment when the seasonal component behaves neither purely multiplicatively nor purely additively (with Kenny, P.B.). In Zellner, A. (ed.), Proceedings of Census Bureau/NBER Conference. U.S. Government Printing Office, Washington.Google Scholar
49.Goodness-of-fit tests based on the order statistics. Transaction of the Seventh Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, Czechoslovak Academy of Sciences.Google Scholar
50.Kolmogorov-Smirnov tests when parameters are estimated. In Gaenssler, P. and Revesz, P. (eds.), Proceedings of 1976 Oberwolf ach Conference. Empirical Distributions and Processes. Springer-Verlag Lecture Notes in Mathematics No. 566.Google Scholar
51.Statistics and the report of the data protection committee. Journal of the Royal Statistical Society, A 142 (1979): 299–306.CrossRefGoogle Scholar
52.Approximations for densities of sufficient estimators. Biometrika 67 (1980): 311–333.CrossRefGoogle Scholar
53.The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier' series. Biometrika 67 (1980): 335–349.CrossRefGoogle Scholar
54.Report of the ISI Committee on the integration of statistics. International Statistical Review 48 (1980): 139–168.CrossRefGoogle Scholar
55. The first passage density of a Brownian motion process to a curved boundary. ISI Conference, Buenos Aires, 1981, Contributed Papers Vol. II.Google Scholar
56.Local trend estimation and seasonal adjustment of economic and social time series (with discussioni with Kenny, P.B.). Journal of the Royal Statistical Society, A 145 (1982): 1–41.CrossRefGoogle Scholar
57.Theory and practice in time series analysis. In Zellner, A. (ed.), Proceedings of ASA/NBER/Census Bureau on Time Series Analysis. U.S. Government Printing Office, Washington.Google Scholar
58.More than twenty-five years of testing serial correlation in least-squares regression. In Hazewinke, M. and Rinnooy Kan, A.H.G. (eds.), Current Developments in the Interface: Economics, Econometrics, Mathematics. Proceedings of Conference to Celebrate Twenty-Fifth Anniversary of the Econometric Institute, Rotterdam.Google Scholar
59.Extensions of the Brown and Holt-Winters forecasting systems and their relation to Box-Jenkins models. In Anderson, O.D. (ed.), Time Series Analysis: Theory and Practice 3. Proceedings of International Forecasting Conference, Valencia. Amsterdam: North Holland, 1983.Google Scholar
60.Kolmogorov-Smirnov statistics when parameters are estimated. In Revesz, P. (ed.), Proceedings of Colloquium on Limit Theorem of Probability and Statistics. Budapest: Bolyai Mathematical Society, 1983.Google Scholar
61.The price of ignorance of the autocorrelation structure of the errors of a regression model. In Karlin, S., Amemiya, T. and Goodman, L.A. (eds.), Studies in Econometrics, Time Series and Multivariate Statistics. New York: Academic Press, 1983.Google Scholar
62.Time series analysis. Present position and potential developments: Some personal views. Journal of the Royal Statistical Society, A 147 (1984): 161–173.CrossRefGoogle Scholar
63.Evolutionary origins of statisticians and statistics. In Atkinson, A.C. and Fienberg, S.E. (eds.), A Celebration of Statistics: The ISI Centenary Volume. New York: Springer Verlag, 1985.CrossRefGoogle Scholar
64.The first passage density of a continuous Gaussian process to a general boundary. Journal of Applied Probability 22 (1985): 99–122.CrossRefGoogle Scholar
65.The effects of seat belt legislation on road casualties. Report on the assessment of statistical evidence (with Harvey, A.C.). Annex to Compulsory Seat Belt Wearing: Report by the Department of Transport, Her Majesty's Stationery Office, London.Google Scholar
66.Approximate distributions of students' / statistics for autoregressive coefficients calculated from residuals from regression on Fourier cosine regressors. In Priestley, M.B. and Gani, J. (eds.), Essays in Time Series and Allied Processes. Applied Probability Trust, 1986.Google Scholar
67.Structural modeling for time series analysis (Shirley Kaliek Memorial Lecture). Proceedings of the U.S., Bureau of the Census Second Annual Research Conference, pp. 171–180. U.S., Bureau of the Census, Washington.Google Scholar
68.The effects of seat belt legislation on British road casualties: A case study in structural modeling (with discussion) (with Harvey, A.C.). Journal of the Royal Statistical Society, A 149 (1986): 187–227.CrossRefGoogle Scholar
69.Statistics and statistical science (Presidential Address). Journal of the Royal Statistical Society, A 150 (to appear).Google Scholar
70. Is a philosophical consensus for statistics attainable? Journal of Econometrics (special issue on competing statistical paradigms in econometries, to appear).Google Scholar
71.Maximum likelihood estimation of the parameters of a system of simultaneous regression equations. Econometric Theory, 4, pp. 159–170.CrossRefGoogle Scholar