Denis Sargan

John Denis SarganJohn D. SarganSarganJ. D. SarganSargan, Denis
John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series.wikipedia
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Hall Cross Academy

Doncaster Grammar SchoolHall Cross SchoolDoncaster Grammar School / Hall Cross School
Sargan was born in Doncaster, Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge.

Alok Bhargava

He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava). These include Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, and Manuel Arellano.
Bhargava received his Ph.D. in econometrics from the London School of Economics under the supervision of John Denis Sargan in 1982.

David Forbes Hendry

David F. HendryDavid HendryD. F. Hendry
These include Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, and Manuel Arellano.
He received his PhD from the London School of Economics under the supervision of John Denis Sargan in 1970, and until joining the University of Oxford as professor of economics in 1982, was a lecturer, then reader and finally professor of economics at the LSE.

List of presidents of the Econometric Society

PresidentPresidents
Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences.

Peter C. B. Phillips

Peter C.B. PhillipsPeter Charles Bonest PhillipsPeter Phillips
These include Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, and Manuel Arellano.
He received his PhD from London School of Economics under the supervision of John Denis Sargan in 1974.

James Durbin

Durbin J.Durbin, JamesJ. Durbin
He studied mathematics at St John's College, Cambridge where his contemporaries included David Cox and Denis Sargan.

Tjalling Koopmans

Tjalling C. KoopmansKoopmansT. Koopmans
Finally, the importance of the article by Koopmans (1942) deriving the distribution of the serial correlation coefficient was recognized by John von Neumann, and it later influenced the optimal tests for a unit root by John Denis Sargan and Alok Bhargava (Sargan and Bhargava, 1983).

Manuel Arellano

These include Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, and Manuel Arellano.

Time series

time series analysistime-seriestime-series analysis
John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series.

Doncaster

Doncaster, South YorkshireDoncaster, EnglandDoncaster MB
Sargan was born in Doncaster, Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge.

Yorkshire

Yorkshire, EnglandCounty of YorkYorkshireman
Sargan was born in Doncaster, Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge.

St John's College, Cambridge

St. John's College, CambridgeSt John's CollegeSt. John's College
Sargan was born in Doncaster, Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge.

Instrumental variables estimation

instrumental variableinstrumental variablestwo-stage least squares
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Estimator

estimatorsestimateestimates
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Edgeworth series

Edgeworth expansionGram–Charlier seriesEdgeworth approximation
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

System of equations

simultaneous equationssystems of equationssimultaneous equation
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Homoscedasticity

homoscedastichomogeneity of variancehomoskedastic
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Exact test

exact inferenceexactness
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Unit root

difference stationarynon-stationary
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Autoregressive model

autoregressiveautoregressionAutoregressive process
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

Moving average

exponential moving averagesimple moving averageWeighted moving average
He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava).

London School of Economics

London School of Economics and Political ScienceLSEThe London School of Economics and Political Science
At the LSE, Sargan was Professor of Econometrics from 1964–84.

Econometric Society

The Econometric SocietyFellow of the Econometric SocietyFellow
Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences.

British Academy

FBAFellow of the British AcademyThe British Academy
Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences.