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 2 4 8 17
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 1 47 0 1 3 153
Total Working Papers 0 0 1 48 2 5 11 170

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 3 3 146
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 0 20 0 3 4 112
A Model of Wage-Price Inflation 0 0 2 102 2 3 7 277
A Theorem of Validity for Edgeworth Expansions 0 0 2 33 0 3 8 91
Asymptotic Theory and Large Models 0 0 0 25 0 0 0 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 1 53 0 1 5 109
Econometric Estimators and the Edgeworth Approximation 0 0 1 132 1 4 7 394
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 2 5 20 639 5 13 62 1,410
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 0 38 0 2 4 187
Identification and Lack of Identification 0 0 1 130 1 5 12 453
Identification in models with autoregressive errors 0 0 1 20 0 1 4 59
Imhof Approximations to Econometric Estimators 0 0 0 36 3 4 11 219
MODEL BUILDING AND DATA MINING 0 1 2 161 1 3 9 598
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 2 2 3 201 2 7 17 720
Missing Data in an Autoregressive Model 0 0 0 135 0 0 1 332
On the Existence of the Moments of 3SLS Estimators 0 0 0 26 0 2 5 93
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 1 17 0 2 3 125
Some Tests of Dynamic Specification for a Single Equation 0 0 0 83 0 3 6 202
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 27 0 2 3 126
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 1 56 0 1 4 102
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 3 7 29 539 9 24 83 1,470
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 1 1 23 0 2 6 174
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 0 63
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 60 0 2 5 183
Total Journal Articles 7 16 65 2,565 24 90 269 7,716

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 3 9 46 619 9 26 153 1,652
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 2 8 29 2 5 17 80
Total Chapters 3 11 54 648 11 31 170 1,732

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 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 2021-01-03