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John Denis Sargan (1924–1996)

  • David F. HendryEmail author
  • Peter C. B. Phillips
Chapter

Abstract

During his period at LSE from the early 1960s to the mid-1980s, John Denis Sargan rose to international prominence and LSE emerged as the world’s leading centre for econometrics. Within this context, we examine the life of Denis Sargan, describe his major research accomplishments, recount the work of his many doctoral students and track this remarkable period that constitutes the Sargan era of econometrics at LSE. The overriding theme of his research was to improve the quality and reliability of empirical modelling through new approaches to specification and methodology, new methods of estimation, inference and evaluation complemented by systematic studies of their small sample and asymptotic properties, and by demonstrating their operational implementation with path-breaking applications in a wide range of empirical studies.

Keywords

John Denis Sargan LSE Econometrics Asymptotic theory Small-sample distributions Dynamic models Autocorrelated errors Empirical modelling Doctoral training 

References

Main Works by John Denis Sargan

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  47. Sargan, J.D. and Y.K. Tse (1988a). ‘Edgeworth Approximations for 2SLS Estimates of a Dynamic Model’. Chapter 8 in E. Maasoumi (ed.) Contributions to Econometrics: John Denis Sargan. Two volumes. Cambridge, UK: Cambridge University Press: 172–181.Google Scholar
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Copyright information

© The Author(s) 2018

Authors and Affiliations

  1. 1.Nuffield College, University of OxfordOxfordUK
  2. 2.Cowles Foundation for Research in EconomicsYale UniversityNew HavenUSA

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