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 0 2 5 12
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 1 47 0 0 3 151
Total Working Papers 0 0 1 48 0 2 8 163


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 5 143
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 0 20 0 1 3 109
A Model of Wage-Price Inflation 0 1 3 101 0 1 11 273
A Theorem of Validity for Edgeworth Expansions 0 1 2 33 2 3 5 88
Asymptotic Theory and Large Models 0 0 1 25 0 0 3 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 52 0 0 4 107
Econometric Estimators and the Edgeworth Approximation 0 0 0 131 0 1 3 389
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 4 5 19 628 9 20 63 1,377
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 0 38 1 1 2 184
Identification and Lack of Identification 0 0 1 129 0 1 7 447
Identification in models with autoregressive errors 1 1 1 20 2 2 3 58
Imhof Approximations to Econometric Estimators 0 0 0 36 2 2 7 213
MODEL BUILDING AND DATA MINING 1 1 1 160 1 3 4 593
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 0 0 3 198 2 3 15 710
Missing Data in an Autoregressive Model 0 0 0 135 0 0 0 331
On the Existence of the Moments of 3SLS Estimators 0 0 1 26 1 2 6 91
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 1 1 17 0 1 3 123
Some Tests of Dynamic Specification for a Single Equation 0 0 3 83 0 0 4 196
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 27 0 0 2 124
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 0 55 0 1 1 99
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 6 10 33 527 15 25 80 1,433
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 22 0 2 5 171
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 1 63
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 1 60 0 1 4 181
Total Journal Articles 12 20 71 2,532 35 70 241 7,574


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 1 12 47 596 2 24 104 1,548
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 0 4 22 3 5 20 70
Total Chapters 1 12 51 618 5 29 124 1,618


Statistics updated 2020-07-04