J. Sargan

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THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES

J. Sargan, 1958 .

The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

J. Sargan, 1959 .

Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle

J. Sargan, A. Bhargava, 1983 .

Some Discrete Approximations to Continuous Time Stochastic Models

J. Sargan, 1974 .

Econometric Estimators and the Edgeworth Approximation

J. D. Sargan, J. Sargan, 1976 .

Microanalysis of Socioeconomic Systems: A Simulation Study

Martin Greenberger, Alice M. Rivlin, J. D. Sargan, 1962 .

A General Approximation to the Distribution of Instrumental Variables Estimates

J. Sargan, William Mikhail, J. Sargan, 1971 .

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

Alok Bhargava, J. D. Sargan, J. Sargan, 1983 .

An Approximate Treatment of the Properties of the Correlogram and Periodogram

J. Sargan, 1953 .

Psalmic Authority in the Life of a Twelfth-Century Holy Woman: Christina of Markyate and Psalm 37

J. Sargan, 2017 .

An Introduction to Bayesian Inference in Econometrics.

Arnold Zellner, J. D. Sargan, J. Sargan, 1974 .

Spectral Analysis for Economic Time Series

Clive W. J. Granger, J. D. Sargan, C. Granger, 1964 .

Contributions to Econometrics

J. Sargan, E. Maasoumi, 1988 .

Scribal Readers: Reading in the Variants of Poema Morale

J. Sargan, 2021 .

A Model of Wage-Price Inflation

J. Sargan, 1980 .

Imhof Approximations to

J. Sargan, M. Arellano, 1990 .

Distributed Lags. Problems of Estimation and Formulation.

Phoebus J. Dhrymes, J. D. Sargan, J. Sargan, 1973 .

Economic Models, Estimation and Risk Programming: Essays in Honour of Gerhard Tintner.

J. Sargan, J. Sengupta, K. Fox, 1971 .

IIIMiddle English

J. Sargan, Joel Grossman, D. Black, 2021, The Year's Work in English Studies.

GRAM-CHARLIER APPROXIMATIONS APPLIED TO t RATIOS OF k-CLASS ESTIMATORS

J. Sargan, 1975 .

MODEL BUILDING AND DATA MINING

J. Sargan, 2001 .

Chapter 18 Dynamic specification

Adrian Pagan, David F. Hendry, J. Denis Sargan, 1984 .

Asymptotic Theory and Large Models

J. Sargan, 1975 .

Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

Alok Bhargava, J. D. Sargan, J. Sargan, 1983 .

THREE-STAGE LEAST-SQUARES AND FULL MAXIMUM LIKELIHOOD ESTIMATES

J. D. Sargan, J. Sargan, 1964 .

THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS

J. Sargan, 2003, Econometric Theory.

The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing

J. D. Sargan, J. Sargan, 1980 .

Missing Data in an Autoregressive Model

J. Sargan, J D Sargan, E G Drettakis, 1974 .

Identification and lack of identification

J. D. Sargan, J. Sargan, 1983 .

VISION AND INFLUENCE

P. Phillips, J. Sargan, In Econometrics, 2003 .

Vision and In fl uence in Econometrics :

J. Sargan, 2002 .

The Instability of the Leontief Dynamic Model

J. D. Sargan, J. Sargan, 1958 .

What Could a Trans Book History Look Like? Toward Trans Codicology

J. Sargan, 2022, Criticism.

THE CHOICE BETWEEN SETS OF REGRESSORS

J. Sargan, 2001 .

THE DANGER OF OVER‐SIMPLIFICATION

J. Sargan, 2009 .

MRS. ROBINSON'S WARRANTED RATE OF GROWTH

J. Sargan, 1958 .

On the theory and application of the general linear model

J. Sargan, J. Koerts, A. Abrahamse, 1970 .

The Validity of Nagar's Expansion for the Moments of Econometric Estimators

J. Sargan, 1974 .

RESIDUALS BY THE USE OF INSTRUMENTAL VARIABLES

J. Sargan, 2016 .

A Theorem of Validity for Edgeworth Expansions

J. Sargan, S. Satchell, 1986 .

John Denis Sargan 1924 — 1996

J. Sargan, 2006 .

PANEL DATA COVERING SHORT TIME PERIODS

Alok Bhargava, J. D. Sargan, J. Sargan, 1983 .

Identification in models with autoregressive errors

J. Sargan, 1981 .

On the Existence of the Moments of 3SLS Estimators

J. Sargan, 1978 .

OVER THE LAST FORTY YEARS, there has emerged a considerable quantity of results concerned with parameter estimation in economic models. The estimators of the parameters typically have complicated density functions, making the

J. Sargan, S. Satchell, Edgeworth Expansions, 1986 .

Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared

J. Sargan, 1980 .