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 0 1 158
Total Working Papers 0 0 0 51 0 0 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 1 3 119
A Model of Wage-Price Inflation 0 0 1 112 0 1 3 295
A Theorem of Validity for Edgeworth Expansions 0 0 0 34 0 1 2 96
Asymptotic Theory and Large Models 0 0 0 26 0 0 0 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 0 1 4 409
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 2 2 3 677 2 3 8 1,517
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 2 3 4 471
Identification in models with autoregressive errors 0 0 0 20 0 0 0 59
Imhof Approximations to Econometric Estimators 0 0 1 37 1 3 6 238
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 1 2 745
Missing Data in an Autoregressive Model 0 1 1 139 0 1 1 346
On the Existence of the Moments of 3SLS Estimators 0 0 0 26 0 0 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 2 2 91 1 3 3 221
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 28 1 1 1 131
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 1 1 5 580 1 2 8 1,582
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 24 0 1 2 183
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 1 1 1 67
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 65 0 0 1 191
Total Journal Articles 3 6 18 2,711 9 23 56 8,150


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 1 1 7 741 1 2 15 1,880
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 0 1 44 2 5 10 134
Total Chapters 1 1 8 785 3 7 25 2,014


Statistics updated 2025-09-05