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


Statistics updated 2021-01-03