A Retrospective on J. Denis Sargan and His Contributions to Econometrics

27 Pages Posted: 11 Apr 2001

See all articles by Neil R. Ericsson

Neil R. Ericsson

Board of Governors of the Federal Reserve System

Esfandiar Maasoumi

Southern Methodist University (SMU) - Department of Economics

Grayham E. Mizon

University of Southampton - Division of Economics

Date Written: 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 Finally, two of Denis's previously unpublished manuscripts on model building now appear in print.

Keywords: Dynamic Specification, Econometrics, Error Correction Model, Finite Sample Distributions, Identification, Instrumental Variables, Model Building, Numerical Computation, Prices, Production Function, Specification Searches, Wages

JEL Classification: C1, C5

Suggested Citation

Ericsson, Neil R. and Maasoumi, Esfandiar (Essie) and Mizon, Grayham E., A Retrospective on J. Denis Sargan and His Contributions to Econometrics (March 2001). Available at SSRN: https://ssrn.com/abstract=266510 or http://dx.doi.org/10.2139/ssrn.266510

Neil R. Ericsson (Contact Author)

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States
202-452-3709 (Phone)
202-736-5638 (Fax)

Esfandiar (Essie) Maasoumi

Southern Methodist University (SMU) - Department of Economics ( email )

Dallas, TX 75275
United States
(214) 768-4298 (Phone)
(214) 768-1821 (Fax)

Grayham E. Mizon

University of Southampton - Division of Economics ( email )

Southampton, SO17 1BJ
United Kingdom
+44 (0)23 80 592519 (Phone)
+44 (0)23 8059 3858 (Fax)

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