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
A comparison of different methods of estimating and testing the especification of rational expectation models with one endogeneus and one exogenus variable 0 0 0 3 0 0 1 23
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 0 48 0 1 1 158
Total Working Papers 0 0 0 51 0 1 2 181

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 0 1 153
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 0 21 0 0 2 118
A Model of Wage-Price Inflation 0 0 1 112 0 0 2 294
A Theorem of Validity for Edgeworth Expansions 0 0 0 34 0 0 1 95
Asymptotic Theory and Large Models 0 0 1 26 0 0 2 79
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 0 1 56 0 0 2 117
Econometric Estimators and the Edgeworth Approximation 0 0 1 138 1 1 4 408
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 0 0 2 675 2 2 7 1,514
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 0 40 0 0 0 192
Identification and Lack of Identification 0 0 0 135 0 0 2 468
Identification in models with autoregressive errors 0 0 0 20 0 0 0 59
Imhof Approximations to Econometric Estimators 0 1 1 37 0 2 3 235
MODEL BUILDING AND DATA MINING 0 0 1 166 0 0 1 607
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 0 0 1 212 0 0 1 744
Missing Data in an Autoregressive Model 0 0 0 138 0 0 0 345
On the Existence of the Moments of 3SLS Estimators 0 0 0 26 0 1 1 95
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 0 17 0 0 1 127
Some Tests of Dynamic Specification for a Single Equation 0 0 0 89 0 0 0 218
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 28 0 0 0 130
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 1 58 0 0 1 110
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 0 0 5 579 1 1 7 1,580
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 24 0 0 1 182
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 0 66
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 65 0 0 1 191
Total Journal Articles 0 1 15 2,705 4 7 40 8,127

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 1 1 9 740 2 4 23 1,878
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 0 1 44 0 1 6 129
Total Chapters 1 1 10 784 2 5 29 2,007

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06