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 Finally, two of Denis' previously unpublished manuscripts on model building now appear in print.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, Whitney K, 1990.
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- 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.
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- Maasoumi, Esfandiar, 1980. "A ridge-like method for simultaneous estimation of simultaneous equations," Journal of Econometrics, Elsevier, vol. 12(2), pages 161-176, February.
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- Peter C.B. Phillips, 1982.
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621, Cowles Foundation for Research in Economics, Yale University.
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- Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
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- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998. "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-87, October.
- Rothenberg, Thomas J, 1971. "Identification in Parametric Models," Econometrica, Econometric Society, vol. 39(3), pages 577-91, May.
- 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.
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- Phillips, Peter C.B., 1985. "Professor J. D. Sargan," Econometric Theory, Cambridge University Press, vol. 1(01), pages 119-139, April.
- 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.
- 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.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
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