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 1 2 4 27
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model 0 0 0 48 2 2 3 161
Total Working Papers 0 0 0 51 3 4 7 188


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 3 4 14 167
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 0 0 0 21 1 3 7 125
A Model of Wage-Price Inflation 0 0 0 112 1 1 8 302
A Theorem of Validity for Edgeworth Expansions 0 0 0 34 0 1 6 101
Asymptotic Theory and Large Models 0 0 1 27 0 2 5 84
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 56 3 3 4 121
Econometric Estimators and the Edgeworth Approximation 0 0 1 139 0 1 11 418
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods 1 2 4 679 3 6 25 1,537
Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 0 0 0 40 0 1 4 196
Identification and Lack of Identification 0 0 0 135 4 4 13 481
Identification in models with autoregressive errors 0 0 1 21 3 3 7 66
Imhof Approximations to Econometric Estimators 0 0 0 37 0 0 8 243
MODEL BUILDING AND DATA MINING 0 0 0 166 0 0 8 615
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle 0 0 0 212 3 4 8 752
Missing Data in an Autoregressive Model 0 0 1 139 2 2 4 349
On the Existence of the Moments of 3SLS Estimators 0 0 0 26 0 0 4 99
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared 0 0 0 17 0 0 4 131
Some Tests of Dynamic Specification for a Single Equation 0 0 4 93 2 4 15 233
THE CHOICE BETWEEN SETS OF REGRESSORS 0 0 0 28 1 1 5 135
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS 0 0 0 58 1 1 2 112
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk 0 0 2 581 0 4 23 1,602
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing 0 0 0 24 1 4 11 193
The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 0 0 0 8 0 0 3 69
The Validity of Nagar's Expansion for the Moments of Econometric Estimators 0 0 0 65 3 5 11 202
Total Journal Articles 1 2 14 2,719 31 54 210 8,333


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic specification 1 2 6 745 3 8 23 1,899
ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS 0 0 1 45 4 5 16 145
Total Chapters 1 2 7 790 7 13 39 2,044


Statistics updated 2026-05-06