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 0 1 7
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 3 46 0 0 3 148
Total Working Papers 0 0 3 47 0 0 4 155

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 1 5 139
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 1 20 0 0 2 106
A Model of Wage-Price Inflation 1 1 5 99 2 3 11 265
A Theorem of Validity for Edgeworth Expansions 0 0 0 31 0 0 1 83
Asymptotic Theory and Large Models 0 0 0 24 1 1 2 69
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 0 51 0 0 0 103
Econometric Estimators and the Edgeworth Approximation 0 0 1 131 0 0 3 386
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 4 9 21 615 13 24 58 1,334
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 2 38 0 0 5 182
Identification and Lack of Identification 1 1 1 129 1 3 4 441
Identification in models with autoregressive errors 0 0 0 19 0 0 1 55
Imhof Approximations to Econometric Estimators 0 0 1 36 0 0 2 206
MODEL BUILDING AND DATA MINING 0 0 0 159 0 0 1 589
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 2 2 6 197 2 3 10 698
Missing Data in an Autoregressive Model 0 0 0 135 0 0 1 331
On the Existence of the Moments of 3SLS Estimators 0 0 1 25 0 0 2 85
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 0 16 0 1 2 121
Some Tests of Dynamic Specification for a Single Equation 0 1 2 81 0 1 7 193
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 27 0 0 4 122
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 0 55 0 0 1 98
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 2 6 37 498 6 14 88 1,363
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 22 0 0 1 166
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 2 62
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 59 0 0 3 177
Total Journal Articles 10 20 78 2,476 25 51 216 7,374

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 0 16 60 560 6 32 123 1,466
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 1 1 3 19 3 3 13 53
Total Chapters 1 17 63 579 9 35 136 1,519

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Statistics updated 2019-09-09