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 1 1 3 119
A Model of Wage-Price Inflation 0 0 1 112 1 1 3 295
A Theorem of Validity for Edgeworth Expansions 0 0 0 34 1 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 1 2 5 409
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 0 0 1 675 1 3 7 1,515
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 1 1 3 469
Identification in models with autoregressive errors 0 0 0 20 0 0 0 59
Imhof Approximations to Econometric Estimators 0 0 1 37 2 2 5 237
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 1 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 0 2 2 220
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 28 0 0 0 130
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 0 0 4 579 1 2 7 1,581
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 24 1 1 2 183
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 0 66
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 65 0 0 1 191
Total Journal Articles 0 3 15 2,708 11 18 50 8,141


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 0 1 8 740 1 3 18 1,879
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 0 1 44 2 3 9 132
Total Chapters 0 1 9 784 3 6 27 2,011


Statistics updated 2025-08-05