Denis Sargan: Some Perspectives
AbstractWe attempt to present Denis Sargan's work in some kind of historical perspective, in two ways. First, we discuss some previous members of the Tooke Chair of Economic Science and Statistics, which was founded in 1859 and which Sargan held. Second, we discuss one of his artices 'Asymptotic Theory and Large Models' in relation to modern preoccupations with semiparametric econometrics.
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Date of creation: Sep 2002
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Denis Sargan; Tooke Chair of Economic Science and Statistics; asymptotic theory and large models; semiparametric econometrics.;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2003-11-03 (All new papers)
- NEP-ECM-2003-11-03 (Econometrics)
- NEP-HIS-2003-11-03 (Business, Economic & Financial History)
- NEP-HPE-2003-11-03 (History & Philosophy of Economics)
- NEP-MFD-2003-11-03 (Microfinance)
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- Donald W.K. Andrews, 1988.
"Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models,"
Cowles Foundation Discussion Papers
874R, Cowles Foundation for Research in Economics, Yale University, revised May 1989.
- Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-45, March.
- repec:cup:etheor:v:10:y:1994:i:1:p:1-28 is not listed on IDEAS
- 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, vol. 18(3), pages 583-605, October.
- James M. Brundy & Dale W. Jorgenson, 1971. "Efficient estimation of simultaneous equations by instrumental variables," Working Papers in Applied Economic Theory 3, Federal Reserve Bank of San Francisco.
- Newey, Whitney K., 1994.
"Series Estimation of Regression Functionals,"
Cambridge University Press, vol. 10(01), pages 1-28, March.
- Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-24, August.
- Sargan, J D, 1976. "Econometric Estimators and the Edgeworth Approximation," Econometrica, Econometric Society, vol. 44(3), pages 421-48, May.
- 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, vol. 16(1), pages 75-91, February.
- Sargan, J D, 1983. "Identification and Lack of Identification," Econometrica, Econometric Society, vol. 51(6), pages 1605-33, November.
- Robinson, P M, 1988. "Semiparametric Econometrics: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(1), pages 35-51, January.
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