John Denis Sargan at the London School of Economics

21 Pages Posted: 13 Mar 2017  

David F. Hendry

University of Oxford - Department of Economics

Peter C. B. Phillips

Yale University - Cowles Foundation; University of Auckland; University of Southampton; Singapore Management University - School of Economics

Date Written: March 10, 2017

Abstract

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

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

David F. Hendry

University of Oxford - Department of Economics ( email )

Manor Road Building
Manor Road
Oxford, OX1 3BJ
United Kingdom
+44 1865 278544 (Phone)
+44 1865 278557 (Fax)

Peter C. B. Phillips (Contact Author)

Yale University - Cowles Foundation ( email )

Box 208281
New Haven, CT 06520-8281
United States
203-432-3695 (Phone)
203-432-5429 (Fax)

University of Auckland ( email )

Private Bag 92019
Com. A room: 102
Auckland
New Zealand
+64 9 373 7599 x7596 (Phone)

University of Southampton

Southampton, SO17 1BJ
United Kingdom

Singapore Management University - School of Economics

90 Stamford Road
178903
Singapore

Paper statistics

Downloads
87
Rank
237,591
Abstract Views
229