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Denis Sargan

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Sargan, J. D. (2003). "The Development of Econometrics at LSE in the Last 30 Years." Econometric Theory 19(3): 429-438.
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Sargan, J. D. (1964). "Wages and Prices in the United Kingdom: A Study in Econometric Methodology", 16, 25–54. in
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His influence on econometric methodology is evident in several fields including in the development of
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Hendry, D. F. and P. C. B. Phillips (2017). "John Denis Sargan at the London School of Economics",
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Sargan, J. D. (1958). "The Estimation of Economic Relationships using Instrumental Variables".
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Gilbert, Christopher L. (1989). "LSE and the British Approach to Time Series Econometrics".
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Hendry, David F. (2003). "J. Denis Sargan and the Origins of LSE Econometric Methodology".
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Sargan, J. D. (2001). "Model Building and Data Mining." Econometric Reviews 20(2): 159-170.
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Sargan, J. D. (2001). "The Choice Between Sets of Regressors." Econometric Reviews 20(2).
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Sargan, J. D. (1980). "Some Tests of Dynamic Specification for a Single Equation".
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for the distributions of econometric estimators, identification conditions in
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Econometric Analysis for National Economic Planning
376: 1295: 1278: 628: 403: 401: 1334:Academics of the London School of Economics 1253:This biography of a British economist is a 362:Cowles Foundation Discussion Paper No. 2082 1285: 1271: 635: 621: 503: 398: 186:. He made many contributions, notably in 486: 427: 409:"OBITUARY : Professor Denis Sargan" 259: 245:and an (honorary foreign) member of the 538: 434:Hendry, David; Phillips, Peter (2003). 1314:Alumni of St John's College, Cambridge 1296: 567: 303: 265: 1324:Presidents of the Econometric Society 616: 247:American Academy of Arts and Sciences 1241: 444:10.5871/bacad/9780197263020.003.0019 1344:20th-century English mathematicians 13: 1319:Fellows of the Econometric Society 553:10.1093/oxfordjournals.oep.a041887 532: 16:British econometrician (1924–1996) 14: 1370: 597: 1245: 1349:20th-century British economists 1329:Fellows of the British Academy 480: 369: 354: 1: 608:Mathematics Genealogy Project 347: 254:Generalized Method of Moments 178:in 1924, and was educated at 1257:. You can help Knowledge by 392:UK public library membership 207:overidentifying restrictions 184:St John's College, Cambridge 7: 1208:Pinelopi Koujianou Goldberg 436:John Denis Sargan 1924-1996 384:Who's Who & Who Was Who 10: 1375: 1240: 378:"SARGAN, Prof. John Denis" 111:London School of Economics 1066: 898: 737: 654: 582:10.1017/S0266466603193061 514:10.1017/S0266466603193085 154: 126: 116: 106: 96: 91: 87: 79: 74:, England, United Kingdom 56: 51:, England, United Kingdom 30: 23: 180:Doncaster Grammar School 1359:British economist stubs 333:Published posthumously 121:University of Cambridge 541:Oxford Economic Papers 199:simultaneous equations 188:instrumental variables 1354:People from Doncaster 1339:English statisticians 990:Jean-Michel Grandmont 260:Selected publications 1039:Robert E. Lucas, Jr. 1009:Jean-Jacques Laffont 195:Edgeworth expansions 1147:Jean-Charles Rochet 978:Anthony B. Atkinson 698:John Maynard Keynes 648:Econometric Society 239:Econometric Society 170:Sargan was born in 145:Peter C.B. Phillips 137:David Forbes Hendry 924:Franklin M. Fisher 841:Hendrik Houthakker 570:Econometric Theory 492:Econometric Theory 241:, a Fellow of the 141:Esfandiar Maasoumi 1266: 1265: 1235: 1234: 1226:Eliana La Ferrara 1117:Lars Peter Hansen 1105:Thomas J. Sargent 1015:Andreu Mas-Colell 984:Hugo Sonnenschein 942:James A. Mirrlees 811:Franco Modigliani 728:Tjalling Koopmans 686:Joseph Schumpeter 390:(Subscription or 161:John Denis Sargan 158: 157: 1366: 1287: 1280: 1273: 1249: 1242: 1202:Orazio Attanasio 1160:James J. Heckman 1155: 1129:Roger B. Myerson 1111:Richard Blundell 1099:Ariel Rubinstein 1088: 1051:Robert B. Wilson 1027:Christopher Sims 998: 829:Michio Morishima 817:Edmond Malinvaud 763:Wassily Leontief 674:Harold Hotelling 668:François Divisia 637: 630: 623: 614: 613: 593: 564: 526: 525: 507: 484: 478: 477: 471: 467: 465: 457: 431: 425: 424: 422: 420: 405: 396: 395: 388: 380: 373: 367: 358: 329: 293: 229:models. At the 203:asymptotic tests 63: 40: 38: 21: 20: 1374: 1373: 1369: 1368: 1367: 1365: 1364: 1363: 1294: 1293: 1292: 1291: 1238: 1236: 1231: 1214:Guido Tabellini 1166:Manuel Arellano 1149: 1141:Bengt Holmström 1123:Torsten Persson 1082: 1062: 1057:Elhanan Helpman 1033:Roger Guesnerie 1021:Takashi Negishi 992: 960:Daniel McFadden 930:J. Denis Sargan 912:Lionel McKenzie 894: 781:Trygve Haavelmo 733: 692:Wesley Mitchell 650: 641: 600: 535: 533:Further reading 530: 529: 505:10.1.1.193.6587 488:Phillips, P. C. 485: 481: 469: 468: 459: 458: 454: 432: 428: 418: 416: 415:. 18 April 1996 413:The Independent 407: 406: 399: 389: 375: 374: 370: 359: 355: 350: 318:10.2307/1912938 282:10.2307/1907619 262: 243:British Academy 149:Manuel Arellano 128: 117:Alma mater 92:Academic career 75: 65: 61: 52: 42: 36: 34: 26: 25:J. Denis Sargan 17: 12: 11: 5: 1372: 1362: 1361: 1356: 1351: 1346: 1341: 1336: 1331: 1326: 1321: 1316: 1311: 1306: 1290: 1289: 1282: 1275: 1267: 1264: 1263: 1250: 1233: 1232: 1230: 1229: 1223: 1217: 1211: 1205: 1199: 1196:Stephen Morris 1193: 1187: 1184:Drew Fudenberg 1181: 1175: 1169: 1163: 1157: 1144: 1138: 1132: 1126: 1120: 1114: 1108: 1102: 1096: 1090: 1077: 1070: 1068: 1064: 1063: 1061: 1060: 1054: 1048: 1042: 1036: 1030: 1024: 1018: 1012: 1006: 1000: 987: 981: 975: 972:Dale Jorgenson 969: 963: 957: 954:Amartya K. Sen 951: 945: 939: 933: 927: 921: 915: 909: 906:Hirofumi Uzawa 902: 900: 896: 895: 893: 892: 886: 880: 874: 868: 862: 856: 853:Leonid Hurwicz 850: 844: 838: 832: 826: 820: 814: 808: 802: 799:Lawrence Klein 796: 793:Marcel Boiteux 790: 784: 778: 772: 766: 760: 754: 751:Paul Samuelson 748: 745:R. G. D. Allen 741: 739: 735: 734: 732: 731: 725: 719: 713: 707: 704:Jacob Marschak 701: 695: 689: 683: 677: 671: 665: 658: 656: 652: 651: 640: 639: 632: 625: 617: 611: 610: 599: 598:External links 596: 595: 594: 576:(3): 457–480. 565: 547:(1): 108–128. 534: 531: 528: 527: 498:(3): 495–512. 479: 470:|journal= 452: 426: 397: 368: 352: 351: 349: 346: 345: 344: 341: 338: 331: 330: 312:(4): 879–897. 301: 294: 276:(3): 393–415. 261: 258: 227:moving average 223:autoregressive 213:equations and 156: 155: 152: 151: 130: 124: 123: 118: 114: 113: 108: 104: 103: 98: 94: 93: 89: 88: 85: 84: 81: 77: 76: 66: 64:(aged 71) 58: 54: 53: 43: 41:23 August 1924 32: 28: 27: 24: 15: 9: 6: 4: 3: 2: 1371: 1360: 1357: 1355: 1352: 1350: 1347: 1345: 1342: 1340: 1337: 1335: 1332: 1330: 1327: 1325: 1322: 1320: 1317: 1315: 1312: 1310: 1307: 1305: 1302: 1301: 1299: 1288: 1283: 1281: 1276: 1274: 1269: 1268: 1262: 1260: 1256: 1251: 1248: 1244: 1243: 1239: 1227: 1224: 1221: 1218: 1215: 1212: 1209: 1206: 1203: 1200: 1197: 1194: 1191: 1188: 1185: 1182: 1179: 1176: 1173: 1172:Robert Porter 1170: 1167: 1164: 1161: 1158: 1153: 1148: 1145: 1142: 1139: 1136: 1135:John H. 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M. Gorman 823:Robert Solow 716:Charles Roos 604:Denis Sargan 573: 569: 544: 540: 495: 491: 482: 435: 429: 417:. Retrieved 412: 382: 371: 361: 356: 332: 309: 306:Econometrica 305: 297: 273: 269:Econometrica 267: 256:estimators. 251: 169: 160: 159: 101:Econometrics 68:Theydon Bois 62:(1996-04-13) 18: 1309:1996 deaths 1304:1924 births 1178:Eddie Dekel 1150: [ 1093:Eric Maskin 1083: [ 1080:Guy Laroque 1045:Jean Tirole 993: [ 835:Herman Wold 805:Henri Theil 787:James Tobin 700:(1944–1945) 694:(1942–1943) 688:(1940–1941) 682:(1938–1939) 676:(1936–1937) 664:(1931–1934) 215:exact tests 165:time-series 107:Institution 80:Nationality 1298:Categories 1190:Tim Besley 877:Roy Radner 847:Frank Hahn 644:Presidents 394:required.) 348:References 219:unit roots 191:estimation 37:1924-08-23 899:1976–2000 738:1951–1975 655:1931–1950 590:122846487 522:122949584 500:CiteSeerX 472:ignored ( 462:cite book 235:President 176:Yorkshire 172:Doncaster 49:Yorkshire 45:Doncaster 757:René Roy 201:models, 129:students 127:Doctoral 646:of the 606:at the 561:2663185 419:23 June 326:1912938 290:1907619 237:of the 83:British 1228:(2024) 1222:(2023) 1216:(2022) 1210:(2021) 1204:(2020) 1198:(2019) 1192:(2018) 1186:(2017) 1180:(2016) 1174:(2015) 1168:(2014) 1162:(2013) 1156:(2012) 1143:(2011) 1137:(2010) 1131:(2009) 1125:(2008) 1119:(2007) 1113:(2006) 1107:(2005) 1101:(2004) 1095:(2003) 1089:(2002) 1076:(2001) 1059:(2000) 1053:(1999) 1047:(1998) 1041:(1997) 1035:(1996) 1029:(1995) 1023:(1994) 1017:(1993) 1011:(1992) 1005:(1991) 999:(1990) 986:(1989) 980:(1988) 974:(1987) 968:(1986) 962:(1985) 956:(1984) 950:(1983) 944:(1982) 938:(1981) 932:(1980) 926:(1979) 920:(1978) 914:(1977) 908:(1976) 891:(1975) 885:(1974) 879:(1973) 873:(1972) 867:(1971) 861:(1970) 855:(1969) 849:(1968) 843:(1967) 837:(1966) 831:(1965) 825:(1964) 819:(1963) 813:(1962) 807:(1961) 801:(1960) 795:(1959) 789:(1958) 783:(1957) 777:(1956) 771:(1955) 765:(1954) 759:(1953) 753:(1952) 747:(1951) 730:(1950) 724:(1949) 718:(1948) 712:(1947) 706:(1946) 670:(1935) 588:  559:  520:  502:  450:  324:  288:  1154:] 1087:] 997:] 586:S2CID 557:JSTOR 518:S2CID 322:JSTOR 286:JSTOR 97:Field 72:Essex 1255:stub 474:help 448:ISBN 421:2023 225:and 217:for 205:for 182:and 57:Died 31:Born 578:doi 549:doi 510:doi 440:doi 314:doi 278:doi 231:LSE 221:in 209:in 1300:: 1152:ru 1085:fr 995:de 584:. 574:19 572:. 555:. 545:41 543:. 516:. 508:. 496:19 494:. 466:: 464:}} 460:{{ 446:. 411:. 400:^ 381:. 320:. 310:48 308:. 284:. 274:26 272:. 249:. 193:, 174:, 167:. 147:, 143:, 139:, 135:, 70:, 47:, 1286:e 1279:t 1272:v 1261:. 636:e 629:t 622:v 592:. 580:: 563:. 551:: 524:. 512:: 476:) 456:. 442:: 423:. 328:. 316:: 292:. 280:: 39:) 35:(

Index

Doncaster
Yorkshire
Theydon Bois
Essex
Econometrics
London School of Economics
University of Cambridge
Alok Bhargava
David Forbes Hendry
Esfandiar Maasoumi
Peter C.B. Phillips
Manuel Arellano
time-series
Doncaster
Yorkshire
Doncaster Grammar School
St John's College, Cambridge
instrumental variables
estimation
Edgeworth expansions
simultaneous equations
asymptotic tests
overidentifying restrictions
homoskedastic
exact tests
unit roots
autoregressive
moving average
LSE
President

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