Abstract
Denis Sargan was the leading British econometrician of his generation, playing a central role in establishing the technical basis for modern time-series econometric analysis. In a distinguished 40-year career as teacher, researcher, and practitioner Sargan transformed the role of econometrics in the analysis of macroeconomic time series and the teaching of econometrics. His research spanned exact finite-sample, approximate and asymptotic distribution theory for econometric estimators and tests, systems and single equation methods of modelling time-series and panel data, and problems of identification, together with applications, numerical analysis and simulation methods. Much of this foundational research remains relevant to current work.
This chapter was originally published in The New Palgrave Dictionary of Economics, 2nd edition, 2008. Edited by Steven N. Durlauf and Lawrence E. Blume
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Acknowledgement
We thank many individuals for their information and help in writing this biography. In particular, Mary Sargan kindly provided details of Sargan’s early life, and we have drawn on reviews, obituaries and memoirs written with, or by, Lord Meghnad Desai, Neil Ericsson, Toni Espasa, Esfandiar Maasoumi, Grayham Mizon, Hashem Pesaran, Peter Robinson and Kenneth Wallis, as well as our own memoir (Hendry and Phillips 2003).
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Hendry, D.F., Phillips, P.C.B. (2008). Sargan, John Denis 1924–1996. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95121-5_2528-1
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DOI: https://doi.org/10.1057/978-1-349-95121-5_2528-1
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