21 Pages Posted: 13 Mar 2017
Date Written: March 10, 2017
During his period at the LSE from the early 1960s to the mid 1980s, John Denis Sargan rose to international prominence and the LSE emerged as the world’s leading centre for econometrics. Within this context, we examine the life of Denis Sargan, describe his major research accomplishments, recount the work of his many doctoral students, and track this remarkable period that constitutes the Sargan era of econometrics at the LSE.
Keywords: John Denis Sargan, London School of Economics, Econometrics, Asymptotic theory, Small-sample distributions, Dynamic models, Autocorrelated errors, Empirical modelling, Doctoral training
JEL Classification: A14, B23
Suggested Citation: Suggested Citation
Hendry, David F. and Phillips, Peter C. B., John Denis Sargan at the London School of Economics (March 10, 2017). Cowles Foundation Discussion Paper No. 2082. Available at SSRN: https://ssrn.com/abstract=2931086