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Details about J. Denis Sargan

This author is deceased (1996-04-13).

Access statistics for papers by J. Denis Sargan.

Last updated 2017-08-13. Update your information in the RePEc Author Service.

Short-id: psa394


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Working Papers

1992

  1. A comparison of different methods of estimating and testing the especification of rational expectation models with one endogeneus and one exogenus variable
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

1974

  1. The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

Journal Articles

2003

  1. CURRENT PROBLEMS IN ECONOMETRICS A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 February 1993
    Econometric Theory, 2003, 19, (03), 423-428 Downloads
  2. THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS
    Econometric Theory, 2003, 19, (03), 429-438 Downloads

2001

  1. MODEL BUILDING AND DATA MINING
    Econometric Reviews, 2001, 20, (2), 159-170 Downloads View citations (1)
  2. THE CHOICE BETWEEN SETS OF REGRESSORS
    Econometric Reviews, 2001, 20, (2), 171-186 Downloads View citations (3)

1990

  1. Imhof Approximations to Econometric Estimators
    Review of Economic Studies, 1990, 57, (4), 627-646 Downloads View citations (1)

1986

  1. A Theorem of Validity for Edgeworth Expansions
    Econometrica, 1986, 54, (1), 189-213 Downloads View citations (2)

1983

  1. A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
    Econometrica, 1983, 51, (5), 1551-67 Downloads View citations (1)
  2. Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
    Econometrica, 1983, 51, (6), 1635-59 Downloads View citations (90)
    See also Chapter (2006)
  3. Identification and Lack of Identification
    Econometrica, 1983, 51, (6), 1605-33 Downloads View citations (40)
  4. Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle
    Econometrica, 1983, 51, (3), 799-820 Downloads View citations (32)
  5. Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
    Econometrica, 1983, 51, (1), 153-74 Downloads View citations (170)

1981

  1. Identification in models with autoregressive errors
    Journal of Econometrics, 1981, 16, (1), 160-161 Downloads View citations (2)

1980

  1. A Model of Wage-Price Inflation
    Review of Economic Studies, 1980, 47, (1), 97-112 Downloads View citations (21)
  2. Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared
    Econometrica, 1980, 48, (5), 1107-38 Downloads View citations (11)
  3. Some Tests of Dynamic Specification for a Single Equation
    Econometrica, 1980, 48, (4), 879-97 Downloads View citations (35)
  4. The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing
    Review of Economic Studies, 1980, 47, (1), 113-135 Downloads View citations (13)

1978

  1. On the Existence of the Moments of 3SLS Estimators
    Econometrica, 1978, 46, (6), 1329-50 Downloads View citations (1)

1977

  1. The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables
    International Economic Review, 1977, 18, (3), 583-605 Downloads View citations (6)

1976

  1. Econometric Estimators and the Edgeworth Approximation
    Econometrica, 1976, 44, (3), 421-48 Downloads View citations (35)

1975

  1. Asymptotic Theory and Large Models
    International Economic Review, 1975, 16, (1), 75-91 Downloads View citations (6)
  2. Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
    Econometrica, 1975, 43, (2), 327-46 Downloads View citations (12)

1974

  1. Missing Data in an Autoregressive Model
    International Economic Review, 1974, 15, (1), 39-58 Downloads View citations (11)
  2. The Validity of Nagar's Expansion for the Moments of Econometric Estimators
    Econometrica, 1974, 42, (1), 169-76 Downloads View citations (12)

1971

  1. A General Approximation to the Distribution of Instrumental Variables Estimates
    Econometrica, 1971, 39, (1), 131-69 View citations (15)

Chapters

2006

  1. ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS
    Chapter 1 in Econometrics, Statistics And Computational Approaches In Food And Health Sciences, 2006, pp 3-27 Downloads
    See also Journal Article in Econometrica (1983)

1984

  1. Dynamic specification
    Chapter 18 in Handbook of Econometrics, 1984, vol. 2, pp 1023-1100 Downloads View citations (141)
 
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