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 2 5 28
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 0 48 0 3 4 162
Total Working Papers 0 0 0 51 0 5 9 190


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 1 4 15 168
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 0 21 0 1 7 125
A Model of Wage-Price Inflation 0 0 0 112 0 1 8 302
A Theorem of Validity for Edgeworth Expansions 0 0 0 34 0 0 6 101
Asymptotic Theory and Large Models 0 0 1 27 0 0 5 84
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 0 56 0 3 4 121
Econometric Estimators and the Edgeworth Approximation 1 1 2 140 1 1 11 419
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 0 1 4 679 0 3 23 1,537
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 0 40 0 0 4 196
Identification and Lack of Identification 0 0 0 135 1 6 15 483
Identification in models with autoregressive errors 0 0 1 21 0 4 8 67
Imhof Approximations to Econometric Estimators 0 0 0 37 0 0 8 243
MODEL BUILDING AND DATA MINING 0 0 0 166 0 2 10 617
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 0 0 0 212 0 3 8 752
Missing Data in an Autoregressive Model 0 0 0 139 0 4 5 351
On the Existence of the Moments of 3SLS Estimators 0 0 0 26 0 0 4 99
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 0 17 1 2 6 133
Some Tests of Dynamic Specification for a Single Equation 0 0 2 93 0 2 13 233
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 28 0 1 5 135
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 0 58 0 1 2 112
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 0 0 2 581 0 1 23 1,603
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 24 0 1 11 193
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 3 69
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 65 0 3 11 202
Total Journal Articles 1 2 12 2,720 4 43 215 8,345


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 1 2 6 746 2 7 25 1,903
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 0 1 45 0 4 15 145
Total Chapters 1 2 7 791 2 11 40 2,048


Statistics updated 2026-07-10