Access Statistics for J. Denis Sargan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 1 3 7 18 1 3 11 90
Total Working Papers 1 3 7 18 1 3 11 90


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Approximation to the Distribution of Instrumental Variables Estimates 0 0 0 1 0 2 14 71
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 1 8 1 1 5 64
A Model of Wage-Price Inflation 1 2 14 57 1 6 37 155
A Theorem of Validity for Edgeworth Expansions 1 1 1 15 1 4 7 48
Asymptotic Theory and Large Models 0 0 0 14 0 0 2 40
CURRENT PROBLEMS IN ECONOMETRICS A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 February 1993 0 5 7 8 1 9 16 17
Econometric Estimators and the Edgeworth Approximation 0 1 13 81 1 5 36 232
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 5 15 71 308 12 29 120 686
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 3 24 0 0 7 121
Identification and Lack of Identification 2 7 17 59 4 14 33 183
Identification in models with autoregressive errors 0 1 4 10 0 1 6 21
Imhof Approximations to Econometric Estimators 0 1 3 20 1 5 13 126
MODEL BUILDING AND DATA MINING 2 5 32 69 4 14 90 220
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 0 4 28 99 1 14 81 467
Missing Data in an Autoregressive Model 2 3 12 44 3 10 37 113
On the Existence of the Moments of 3SLS Estimators 0 1 3 11 0 1 5 46
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 2 5 0 1 7 71
Some Tests of Dynamic Specification for a Single Equation 1 1 10 32 2 2 16 102
THE CHOICE BETWEEN SETS OF REGRESSORS 0 1 2 11 2 5 14 70
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 2 4 5 1 4 9 9
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 2 11 35 180 8 27 109 667
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 1 17 0 3 16 134
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 1 6 1 2 7 40
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 1 30 0 1 6 92
Total Journal Articles 16 61 265 1,114 44 160 693 3,795


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 3 11 30 123 5 25 70 281
Total Chapters 3 11 30 123 5 25 70 281


Statistics updated 2009-07-03