Nationality British Name Denis Sargan | Fields Econometrics | |
Born 23 August 1924 ( 1924-08-23 ) Doncaster, Yorkshire Institution London School of Economics Alma mater University of Cambridge Influences William Phillips, James Durbin Died 1996, Theydon Bois, United Kingdom Books Lectures on Advanced Econometric Theory, Contributions to Econometrics Influenced Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C. B. Phillips, Manuel Arellano Similar People Peter C B Phillips, Manuel Arellano, Esfandiar Maasoumi, Meghnad Desai - Baron De | ||
Education University of Cambridge | ||
Understanding nonlinear dynamic model igor kheifets denis sargan prize 2017
John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series. Sargan made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava). At the LSE, Sargan was Professor of Econometrics from 1964–84. Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences.
Contents
- Understanding nonlinear dynamic model igor kheifets denis sargan prize 2017
- Selected publications
- References
Sargan is known for having been doctoral advisor to several renowned econometricians. These include Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, and Manuel Arellano. His influence on econometric methodology is evident in several fields including in the development of Generalized Method of Moments estimators.
Selected publications
Published posthumously