Denis Sargan

Q: What Schools Are Affiliated With Denis Sargan

Denis Sargan is affiliated with the following schools: London School of Economics, University of Leeds, University of Toronto, University of Cambridge

Denis Sargan's AcademicInfluence.com Rankings

Denis Sargan

Economics

#1126

World Rank

#1311

Historical Rank

Econometrics

#35

World Rank

#36

Historical Rank

economics Degrees

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Economics

Why Is Denis Sargan Influential?

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According to Wikipedia, John Denis Sargan, FBA was a British econometrician who specialized in the analysis of economic time-series. Sargan was born in Doncaster, Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge. He 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. At the LSE, Sargan was Professor of Econometrics from 1964–1984. Sargan was President of the Econometric Society, a Fellow of the British Academy and an member of the American Academy of Arts and Sciences.

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Denis Sargan's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES (1958) (2967)
Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk (1983) (701)
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods (1983) (382)
Chapter 18 Dynamic specification (1984) (208)
Econometric Estimators and the Edgeworth Approximation (1976) (176)
The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables (1959) (148)
Identification and lack of identification (1983) (140)
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle (1983) (124)
Some Discrete Approximations to Continuous Time Stochastic Models (1974) (88)
A Model of Wage-Price Inflation (1980) (81)
Studies in Bayesian Econometrics and Statistics. In Honor of Leonard J. Savage. (1976) (75)
A General Approximation to the Distribution of Instrumental Variables Estimates (1971) (66)
GRAM-CHARLIER APPROXIMATIONS APPLIED TO t RATIOS OF k-CLASS ESTIMATORS (1975) (64)
Asymptotic Theory and Large Models (1975) (55)
The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing (1980) (51)
The Validity of Nagar's Expansion for the Moments of Econometric Estimators (1974) (51)
Missing Data in an Autoregressive Model (1974) (50)
THREE-STAGE LEAST-SQUARES AND FULL MAXIMUM LIKELIHOOD ESTIMATES (1964) (46)
The Distribution of Wealth (1957) (45)
The Instability of the Leontief Dynamic Model (1958) (42)
Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared (1980) (35)
Economic Models, Estimation and Risk Programming: Essays in Honour of Gerhard Tintner. (1971) (33)
Distributed Lags. Problems of Estimation and Formulation. (1973) (30)
THE SPECTRAL ESTIMATION OF SIMULTANEOUS EQUATION SYSTEMS WITH LAGGED ENDOGENOUS VARIABLES (1977) (24)
The Period of Production (1955) (21)
A Study of Wages and Prices in the U.K. 1949–1968 (1971) (21)
MODEL BUILDING AND DATA MINING (2001) (19)
On the Existence of the Moments of 3SLS Estimators (1978) (18)
THE CHOICE BETWEEN SETS OF REGRESSORS (2001) (18)
A Theorem of Validity for Edgeworth Expansions (1986) (17)
Contributions to Econometrics (1988) (16)
Identification in models with autoregressive errors (1981) (15)
PANEL DATA COVERING SHORT TIME PERIODS (1983) (14)
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification (1983) (13)
Lags and the Stability of Dynamic Systems: A Reply (1961) (13)
Edgeworth Approximations to the Distributions of Various Test Statistics (1981) (12)
An Approximate Treatment of the Properties of the Correlogram and Periodogram (1953) (11)
Measurement in Economics. Studies in Mathematical Economics and Econometrics in Memory of Yehuda Grunfeld (1964) (8)
Frontiers of Quantitative Economics. Papers Invited for Presentation at the Econometric Society Winter Meetings (1973) (7)
Contributions to Econometrics: Volume 1 (1988) (6)
THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS (2003) (4)
Imhof Approximations to Econometric Estimators (1990) (3)
Qualified Manpower and Economic Performance—A Review Article (1972) (3)
Some Experience of Numerical Computation of Edgeworth Approximations (1988) (2)
SUBJECTIVE PROBABILITY AND THE ECONOMIST (1953) (2)
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 (2003) (2)
Edgeworth Approximations for 2SLS Estimates of a Dynamic Model (1988) (2)
MRS. ROBINSON'S WARRANTED RATE OF GROWTH (1958) (2)
A NEW APPROACH TO THE GENERAL DISTRIBUTION PROBLEM (1951) (2)
Vision and In fl uence in Econometrics : (2002) (1)
The Theory of Capital and Its Time Measures: A Note on Mr. Blyth's Article (1956) (1)
The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model (1974) (1)
Studies in Econometrics: The Demand for Electricity in the United States. (1963) (1)
Imhof Approximations to (1990) (0)
Size and Distribution of Income in Great Britain (1950) (0)
AN ILLUSTRATION OF DUOPOLY (1952) (0)
OVER THE LAST FORTY YEARS, there has emerged a considerable quantity of results concerned with parameter estimation in economic models. The estimators of the parameters typically have complicated density functions, making the (1986) (0)
Stochastically dependent equations : an introductory text for econometricians (1968) (0)
VISION AND INFLUENCE (2003) (0)
A comparison of different methods of estimating and testing the especification of rational expectation models with one endogeneus and one exogenus variable (1992) (0)

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What Schools Are Affiliated With Denis Sargan?

Denis Sargan is affiliated with the following schools: