A retrospective on J.D. Sargan and his contribution to Econometrics
A retrospective on J.D. Sargan and his contribution to Econometrics
This retrospective provides a biographical history of Denis Sargan's career and reviews his contributions to econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography for Denis and a list of PhD theses that he supervised - students were a substantive facet of his profesional life. Finally, two of Denis' previously unpublished manuscripts on model building now appear in print.
dynamic specification, econometrics, error correction model, finite sample distributions, identification, instrumental variables, model building, numerical computation, prices, production function, specification searches, wages
University of Southampton
Ericsson, Neil R.
25030676-a770-48f8-a33f-f31e65c3afe4
Maasoumi, Esfandiar
a175ab35-4945-4190-afd7-3e11e284fcb0
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
2001
Ericsson, Neil R.
25030676-a770-48f8-a33f-f31e65c3afe4
Maasoumi, Esfandiar
a175ab35-4945-4190-afd7-3e11e284fcb0
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Ericsson, Neil R., Maasoumi, Esfandiar and Mizon, Grayham E.
(2001)
A retrospective on J.D. Sargan and his contribution to Econometrics
(Discussion Papers in Economics and Econometrics, 108)
Southampton, UK.
University of Southampton
25pp.
Record type:
Monograph
(Discussion Paper)
Abstract
This retrospective provides a biographical history of Denis Sargan's career and reviews his contributions to econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography for Denis and a list of PhD theses that he supervised - students were a substantive facet of his profesional life. Finally, two of Denis' previously unpublished manuscripts on model building now appear in print.
More information
Published date: 2001
Keywords:
dynamic specification, econometrics, error correction model, finite sample distributions, identification, instrumental variables, model building, numerical computation, prices, production function, specification searches, wages
Identifiers
Local EPrints ID: 33102
URI: http://eprints.soton.ac.uk/id/eprint/33102
PURE UUID: b2418a7f-ebd2-4e07-8d5d-a9278ef199e1
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Date deposited: 18 May 2006
Last modified: 15 Mar 2024 07:41
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Contributors
Author:
Neil R. Ericsson
Author:
Esfandiar Maasoumi
Author:
Grayham E. Mizon
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