International Finance Discussion Papers (IFDP)
March 2001
A Retrospective on J. Denis Sargan and His Contributions to Econometrics
Neil R. Ericsson, Esfandiar Maasoumi, and Grayham E. Mizon
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 Finally, two of Denis's previously unpublished manuscripts on model building now appear in print.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 (1190 KB Postscript)Keywords: Dynamic specification, econometrics, error correction model, finite sample distributions, identification, instrumental variables, model building, numerical computation, prices, production function, specification searches, wages
PDF: Full Paper
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