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 1 1 1 2 8
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 2 46 0 0 2 148
Total Working Papers 0 0 2 47 1 1 4 156


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 1 5 140
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 0 20 1 1 2 107
A Model of Wage-Price Inflation 0 1 5 99 3 6 15 269
A Theorem of Validity for Edgeworth Expansions 0 0 0 31 0 0 1 83
Asymptotic Theory and Large Models 0 1 1 25 0 3 4 71
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 51 0 0 0 103
Econometric Estimators and the Edgeworth Approximation 0 0 1 131 0 1 3 387
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 0 6 21 617 4 22 59 1,343
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 0 38 0 0 2 182
Identification and Lack of Identification 0 1 1 129 0 1 4 441
Identification in models with autoregressive errors 0 0 0 19 0 0 1 55
Imhof Approximations to Econometric Estimators 0 0 1 36 1 1 2 207
MODEL BUILDING AND DATA MINING 0 0 0 159 0 0 0 589
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 0 3 7 198 0 5 13 701
Missing Data in an Autoregressive Model 0 0 0 135 0 0 1 331
On the Existence of the Moments of 3SLS Estimators 0 1 2 26 1 2 4 87
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 0 16 1 1 3 122
Some Tests of Dynamic Specification for a Single Equation 1 2 4 83 1 2 9 195
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 27 0 0 2 122
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 0 55 0 0 1 98
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 3 6 33 502 7 14 80 1,371
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 22 0 1 1 167
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 1 3 63
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 59 0 0 2 177
Total Journal Articles 4 21 76 2,487 20 62 217 7,411


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 3 7 60 567 13 26 125 1,486
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 1 2 19 2 7 15 57
Total Chapters 3 8 62 586 15 33 140 1,543


Statistics updated 2019-11-03