John Denis Sargan (1924–1996)

David Hendry and Peter Phillips

Chapter Chapter 27 in The Palgrave Companion to LSE Economics, 2019, pp 667-695 from Palgrave Macmillan

Abstract: Abstract During his period at LSE from the early 1960s to the mid-1980s, John Denis Sargan rose to international prominence and LSE emerged as the world’s leading centre for econometrics. Within this context, we examine the life of Denis Sargan, describe his major research accomplishments, recount the work of his many doctoral students and track this remarkable period that constitutes the Sargan era of econometrics at LSE. The overriding theme of his research was to improve the quality and reliability of empirical modelling through new approaches to specification and methodology, new methods of estimation, inference and evaluation complemented by systematic studies of their small sample and asymptotic properties, and by demonstrating their operational implementation with path-breaking applications in a wide range of empirical studies.

Keywords: John Denis Sargan; LSE; Econometrics; Asymptotic theory; Small-sample distributions; Dynamic models; Autocorrelated errors; Empirical modelling; Doctoral training (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-58274-4_27

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DOI: 10.1057/978-1-137-58274-4_27

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