Denis Sargan
J. Denis Sargan | |
|---|---|
| Born | 23 August 1924 |
| Died | 13 April 1996(aged 71) Theydon Bois,Essex,England, United Kingdom |
| Nationality | British |
| Academic career | |
| Field | Econometrics |
| Institution | London School of Economics |
| Alma mater | University of Cambridge |
| Doctoral students | Alok Bhargava,David Forbes Hendry,Esfandiar Maasoumi,Peter C.B. Phillips,Manuel Arellano |
John Denis Sargan,FBA (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economictime-series.
Sargan was born inDoncaster,[1]Yorkshirein 1924, and was educated atDoncaster Grammar SchoolandSt John's College, Cambridge.[2]He made many contributions, notably ininstrumental variablesestimation,Edgeworth expansionsfor the distributions of econometric estimators, identification conditions insimultaneous equationsmodels,asymptotic testsforoveridentifying restrictionsinhomoskedasticequations andexact testsforunit rootsinautoregressiveandmoving averagemodels. At theLSE,Sargan was Professor of Econometrics from 1964–1984.[3]Sargan wasPresidentof theEconometric Society,a Fellow of theBritish Academy[4]and an (honorary foreign) member of theAmerican Academy of Arts and Sciences.[3][5]
His influence on econometric methodology is evident in several fields including in the development ofGeneralized Method of Momentsestimators.
Selected publications
[edit]- Sargan, J. D. (1958). "The Estimation of Economic Relationships using Instrumental Variables".Econometrica.26(3): 393–415.doi:10.2307/1907619.JSTOR1907619.
- Sargan, J. D. (1964). "Wages and Prices in the United Kingdom: A Study in Econometric Methodology", 16, 25–54. inEconometric Analysis for National Economic Planning,ed. by P. E. Hart, G. Mills, and J. N. Whittaker. London: Butterworths
- Sargan, J. D. (1980). "Some Tests of Dynamic Specification for a Single Equation".Econometrica.48(4): 879–897.doi:10.2307/1912938.JSTOR1912938.
Published posthumously
- Sargan, J. D. (2001). "The Choice Between Sets of Regressors." Econometric Reviews 20(2).
- Sargan, J. D. (2001). "Model Building and Data Mining." Econometric Reviews 20(2): 159-170.
- Sargan, J. D. (2003). "The Development of Econometrics at LSE in the Last 30 Years." Econometric Theory 19(3): 429-438.
References
[edit]- ^Hendry, D. F. and P. C. B. Phillips (2017). "John Denis Sargan at the London School of Economics",Cowles Foundation Discussion Paper No. 2082,Cowles Foundation for Research in Economics, Yale University, p. 1.[1]
- ^"SARGAN, Prof. John Denis".Who's Who & Who Was Who.Vol. 2018 (online ed.). A & C Black.(Subscription orUK public library membershiprequired.)
- ^ab"OBITUARY: Professor Denis Sargan".The Independent.18 April 1996.Retrieved23 June2023.
- ^Hendry, David; Phillips, Peter (2003).John Denis Sargan 1924-1996.Biographical Memoirs of Fellows II. Vol. 120. pp. 385–409.doi:10.5871/bacad/9780197263020.003.0019.ISBN9780197263020.
{{cite book}}:|journal=ignored (help) - ^Phillips, P. C.(2003). "Vision and influence in econometrics: John Denis Sargan".Econometric Theory.19(3): 495–512.CiteSeerX10.1.1.193.6587.doi:10.1017/S0266466603193085.S2CID122949584.
Further reading
[edit]- Gilbert, Christopher L. (1989). "LSE and the British Approach to Time Series Econometrics".Oxford Economic Papers.41(1): 108–128.doi:10.1093/oxfordjournals.oep.a041887.JSTOR2663185.
- Hendry, David F. (2003). "J. Denis Sargan and the Origins of LSE Econometric Methodology".Econometric Theory.19(3): 457–480.doi:10.1017/S0266466603193061.S2CID122846487.
External links
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- 1924 births
- 1996 deaths
- Alumni of St John's College, Cambridge
- Fellows of the Econometric Society
- Presidents of the Econometric Society
- Fellows of the British Academy
- Academics of the London School of Economics
- English statisticians
- 20th-century English mathematicians
- 20th-century British economists
- People from Doncaster
- British economist stubs