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Fifty years since Koyck (1954) *
Author(s) -
Franses Philip Hans
Publication year - 2004
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2004.00266.x
Subject(s) - econometrics , mathematics
This paper shows that Koyck (1954)’s PhD thesis amounts to one of the very important innovations in econometrics. The model and the associated transformation are still used in classrooms and in academic articles. His book is one of the most often cited econometrics publications of the 1950s, and still receives its share of citations. It remains a source of inspiration for present‐day researchers. To sum up, it amounts to one of the most influential Dutch publications on econometrics.