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James Durbin (1923–2012)

  • Andrew HarveyEmail author
  • David Bartholomew
Chapter

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.

Keywords

Probability Sample survey methodology Statistical theory Test statistics Time series 

References

Main Works by James Durbin

  1. 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.Google Scholar
  2. 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.Google Scholar
  3. Durbin, J. (1954). ‘Errors in Variables’. Review of the International Statistical Institute, 22(1/3): 23–32.CrossRefGoogle Scholar
  4. Durbin, J. (1957). ‘Testing for Serial Correlation in Systems of Simultaneous Regression Equations’. Biometrika, 44(3/4): 370–377.CrossRefGoogle Scholar
  5. Durbin, J. (1968). ‘The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines’. Annals of Mathematical Statistics, 39(2): 398–411.CrossRefGoogle Scholar
  6. Durbin, J. (1970). ‘An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression’. Econometrica, 38(3): 422–429.CrossRefGoogle Scholar
  7. 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.CrossRefGoogle Scholar
  8. Durbin, J. (1973). Distribution Theory for Tests Based on the Sample Distribution Function. Philadelphia: Society for Industrial and Applied Mathematics (SIAM).CrossRefGoogle Scholar
  9. Durbin, J. (1988). ‘Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations’. Econometric Theory, 4(1): 159–170.CrossRefGoogle Scholar
  10. 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.Google Scholar
  11. 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.Google Scholar
  12. 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.Google Scholar
  13. 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.Google Scholar
  14. Durbin, J. and S.J. Koopman (1997). ‘Monte Carlo Maximum Likelihood Estimation for Non-Gaussian State Space Models’. Biometrika, 84(3): 669–684.CrossRefGoogle Scholar
  15. Durbin, J. and S.J. Koopman (2001). Time Series Analysis by State Space Methods. Oxford: Oxford University Press.Google Scholar
  16. Durbin, J. and A. Stuart (1951). ‘Inversions and Rank Correlation Coefficients’. Journal of the Royal Statistical Society, Series B, 13(2): 303–309.Google Scholar
  17. 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.CrossRefGoogle Scholar
  18. Durbin, J. and G.S. Watson (1950). ‘Testing for Serial Correlation in Least Squares Regression. I’. Biometrika, 37(3/4): 409–428.CrossRefGoogle Scholar
  19. Durbin, J. and G.S. Watson (1951). ‘Testing for Serial Correlation in Least Squares Regression. II’. Biometrika, 38(1/2): 159–177.CrossRefGoogle Scholar
  20. 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.CrossRefGoogle Scholar

Other Works Referred To

  1. Harvey, A. and D. Bartholomew (2016). ‘James Durbin, 1923–2012’. Biographical Memoirs of Fellows of the British Academy, XV: 43–52.Google Scholar
  2. Hausman, J.A. (1978). ‘Specification Tests in Econometrics’. Econometrica, 46(6): 1251–1271.CrossRefGoogle Scholar
  3. Hendry, D.F. (1976). ‘The Structure of Simultaneous Equations Estimators’. Journal of Econometrics, 4(1): 51–88.CrossRefGoogle Scholar
  4. Koopman, S.J. (2012). ‘Obituary: James Durbin, FBA, 1923–2012’. Journal of the Royal Statistical Society, Series A, 175(4): 1060–1064.Google Scholar
  5. Malinvaud, E. (1966). Statistical Methods of Econometrics. Amsterdam: North-Holland.Google Scholar
  6. Phillips, P.C.B. (1988). ‘The ET Interview: Professor James Durbin’. Econometric Theory, 4(1): 125–157.CrossRefGoogle Scholar
  7. Royal Statistical Society (undated). ‘RSS Medals and Awards: Summary Descriptions’. Available at: http://www.rss.org.uk/Images/PDF/about/2017/summary-all-medals-awards.pdf.

Copyright information

© The Author(s) 2018

Authors and Affiliations

  1. 1.University of CambridgeCambridgeUK

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