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J. Denis Sargan

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Personal Details

First Name: J.
Middle Name: Denis
Last Name: Sargan
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RePEc Short-ID: psa394

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Affiliation

This author is deceased (Date: 13 Apr 1996)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portal:Wirtschaft/Fehlende Artikel in Wikipedia (German)

Works

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Working papers

  1. J.D. Sargan, 1974. "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 370, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Sargan, John Denis, 2003. "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 Febr," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 19(03), pages 423-428, June.
  2. Sargan, John Denis, 2003. "The Development Of Econometrics At Lse In The Last 30 Years," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 19(03), pages 429-438, June.
  3. J. Denis Sargan, 2001. "The Choice Between Sets Of Regressors," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(2), pages 171-186.
  4. J. Denis Sargan, 2001. "Model Building And Data Mining," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(2), pages 159-170.
  5. Arellano, Manuel & Sargan, J D, 1990. "Imhof Approximations to Econometric Estimators," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 57(4), pages 627-46, October.
  6. Sargan, J D & Satchell, S E, 1986. "A Theorem of Validity for Edgeworth Expansions," Econometrica, Econometric Society, Econometric Society, vol. 54(1), pages 189-213, January.
  7. Sargan, John D & Mehta, Fatemeh, 1983. "A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification," Econometrica, Econometric Society, Econometric Society, vol. 51(5), pages 1551-67, September.
  8. Sargan, J D, 1983. "Identification and Lack of Identification," Econometrica, Econometric Society, Econometric Society, vol. 51(6), pages 1605-33, November.
  9. Bhargava, Alok & Sargan, J D, 1983. "Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods," Econometrica, Econometric Society, Econometric Society, vol. 51(6), pages 1635-59, November.
  10. Sargan, J D & Bhargava, Alok, 1983. "Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle," Econometrica, Econometric Society, Econometric Society, vol. 51(3), pages 799-820, May.
  11. Sargan, John Denis & Bhargava, Alok, 1983. "Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk," Econometrica, Econometric Society, Econometric Society, vol. 51(1), pages 153-74, January.
  12. Sargan, J. D., 1981. "Identification in models with autoregressive errors," Journal of Econometrics, Elsevier, Elsevier, vol. 16(1), pages 160-161, May.
  13. Sargan, J D, 1980. "Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared," Econometrica, Econometric Society, Econometric Society, vol. 48(5), pages 1107-38, July.
  14. Sargan, J D, 1980. "The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 47(1), pages 113-35, January.
  15. Sargan, J D, 1980. "Some Tests of Dynamic Specification for a Single Equation," Econometrica, Econometric Society, Econometric Society, vol. 48(4), pages 879-97, May.
  16. Sargan, J D, 1980. "A Model of Wage-Price Inflation," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 47(1), pages 97-112, January.
  17. Sargan, J D, 1978. "On the Existence of the Moments of 3SLS Estimators," Econometrica, Econometric Society, Econometric Society, vol. 46(6), pages 1329-50, November.
  18. Espasa, Antoni & Sargan, J Denis, 1977. "The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 583-605, October.
  19. Sargan, J D, 1976. "Econometric Estimators and the Edgeworth Approximation," Econometrica, Econometric Society, Econometric Society, vol. 44(3), pages 421-48, May.
  20. Sargan, J D, 1975. "Asymptotic Theory and Large Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 75-91, February.
  21. Sargan, J D, 1975. "Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators," Econometrica, Econometric Society, Econometric Society, vol. 43(2), pages 327-46, March.
  22. Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
  23. Sargan, J D, 1974. "The Validity of Nagar's Expansion for the Moments of Econometric Estimators," Econometrica, Econometric Society, Econometric Society, vol. 42(1), pages 169-76, January.
  24. Sargan, J D & Mikhail, W M, 1971. "A General Approximation to the Distribution of Instrumental Variables Estimates," Econometrica, Econometric Society, Econometric Society, vol. 39(1), pages 131-69, January.

Chapters

  1. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, Elsevier, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100 Elsevier.

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