A retrospective on J.D. Sargan and his contribution to Econometrics
AbstractThis retrospective provides a biographical history of Denis Sargan's career and reviews his contributions to econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography for Denis and a list of PhD theses that he supervised - students were a substantive facet of his profesional life. Finally, two of Denis' previously unpublished manuscripts on model building now appear in print. Keywords; dynamic specification, econometrics, error correction model, finite sample distributions, identification, instrumental variables, model building, numerical computation, prices, production function, specification searches, wages
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Bibliographic InfoPaper provided by Economics Division, School of Social Sciences, University of Southampton in its series Discussion Paper Series In Economics And Econometrics with number 0108.
Date of creation: 01 Jan 2001
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- Newey, W.K., 1989.
"Efficient Instrumental Variables Estimation Of Nonlinear Models,"
341, Princeton, Department of Economics - Econometric Research Program.
- Newey, Whitney K, 1990. "Efficient Instrumental Variables Estimation of Nonlinear Models," Econometrica, Econometric Society, vol. 58(4), pages 809-37, July.
- Mizon, Grayham E, 1977. "Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale," Econometrica, Econometric Society, vol. 45(5), pages 1221-42, July.
- Phillips, Peter C.B., 1985. "Professor J. D. Sargan," Econometric Theory, Cambridge University Press, vol. 1(01), pages 119-139, April.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, September.
- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"Exogeneity, Cointegration, and Economic Policy Analysis,"
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American Statistical Association, vol. 16(4), pages 370-87, October.
- Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
- Gallant, A. Ronald & Tauchen, George, 1996.
"Which Moments to Match?,"
Cambridge University Press, vol. 12(04), pages 657-681, October.
- Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976 Elsevier.
- Maasoumi, Esfandiar, 1986. "Reduced form estimation and prediction from uncertain structural models : A generic approach," Journal of Econometrics, Elsevier, vol. 31(1), pages 3-29, February.
- Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-38, July.
- Desai, Meghnad J & Hendry, David F & Mizon, Grayham E, 1997. "John Denis Sargan," Economic Journal, Royal Economic Society, vol. 107(443), pages 1121-25, July.
- Peter C.B. Phillips, 1982.
"Exact Small Sample Theory in the Simultaneous Equations Model,"
Cowles Foundation Discussion Papers
621, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P.C.B., 1983. "Exact small sample theory in the simultaneous equations model," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516 Elsevier.
- Maasoumi, Esfandiar, 1980. "A ridge-like method for simultaneous estimation of simultaneous equations," Journal of Econometrics, Elsevier, vol. 12(2), pages 161-176, February.
- Maasoumi, Esfandiar, 1978. "A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations," Econometrica, Econometric Society, vol. 46(3), pages 695-703, May.
- Hendry, David F. & Harrison, Robin W., 1974. "Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares," Journal of Econometrics, Elsevier, vol. 2(2), pages 151-174, July.
- Hendry, David F., 1976. "The structure of simultaneous equations estimators," Journal of Econometrics, Elsevier, vol. 4(1), pages 51-88, February.
- Rothenberg, Thomas J, 1971. "Identification in Parametric Models," Econometrica, Econometric Society, vol. 39(3), pages 577-91, May.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
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