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

Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E.

doi:10.2139/ssrn.266510

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 Finally, two of Denis's previously unpublished manuscripts on model building now appear in print.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