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International Finance Discussion Papers
The International Finance Discussion Papers logo links to the International Finance Discussion Papers home page A Retrospective on J. Denis Sargan and His Contributions to Econometrics
Neil R. Ericsson; Esfandiar Maasoumi; Grayham E. Mizon
2001-700  (March 2001)

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 professional life. Finally, two of Denis's previously unpublished manuscripts on model building now appear in print.

Full paper (182 KB PDF) | Full paper (1190 KB Postscript)

dynamic specification, econometrics, error correction model, finite sample distributions, identification, instrumental variables, model building, numerical computation, prices, production function, specification searches, wages.

As Published Elsewhere
Neil R. Ericsson, Esfandiar Maasoumi, and Grayham E. Mizon, "A Retrospective on J. Denis Sargan," Econometric Reviews (forthcoming, vol. 20, no. 2, 2001).

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Last update: July 19, 2001