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A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics

Author

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  • David F. Hendry

    (Nuffield College, Oxford OX1 1NF, UK)

  • M. Hashem Pesaran

    (Trinity College, Cambridge CB2 1TQ, UK)

Abstract

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Suggested Citation

  • David F. Hendry & M. Hashem Pesaran, 2001. "A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 197-202.
    • Handle: RePEc:jae:japmet:v:16:y:2001:i:3:p:197-202
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    File URL: http://qed.econ.queensu.ca:80/jae/2001-v16.3/
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    References listed on IDEAS

    as
    1. Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(1), pages 99-125.
    2. Phillips, Peter C.B., 1985. "Professor J. D. Sargan," Econometric Theory, Cambridge University Press, vol. 1(01), pages 119-139, April.
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    Cited by:

    1. Yasin Yılmaz & Abdullah Miraç Bükey, 2021. "Ekonomik Büyüme ve Enflasyonist Baskının Grevlere Etkisi: Türkiye Örneği," Journal of Social Policy Conferences, Istanbul University, Faculty of Economics, vol. 0(80), pages 365-402, June.
    2. Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
    3. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(4), pages 285-315.
    4. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    5. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
    6. T. P. Sinha, 2022. "A Macro-Econometric VAR Model of India Incorporating Black Income," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 629-660, September.
    7. Tsermenidis, Konstantinos, 2014. "Προσδιοριστικοί Παράγοντες Της Εθνικής Αποταμίευσης Κατά Την Περίοδο 1990-2010 Και Μέτρα Ενίσχυσης Της Οικονομικής Ανάπτυξης [The Determinants of National Savings in Greece during the period 1990-2," MPRA Paper 56773, University Library of Munich, Germany.

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