SU\G(𝔸)/K·U

J. D. Sargan

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All published works
Action Title Year Authors
+ VISION AND INFLUENCE 2003 In Econometrics
J. D. Sargan
Peter C.B. Phillips
+ THE CHOICE BETWEEN SETS OF REGRESSORS 2001 J. D. Sargan
+ Imhof Approximations to 1990 Manuel Arellano
J. D. Sargan
+ Edgeworth Approximations for 2SLS Estimates of a Dynamic Model 1988 J. D. Sargan
Yiu Kuen Tse
+ Some Experience of Numerical Computation of Edgeworth Approximations 1988 J. D. Sargan
Yiu Kuen Tse
+ Identification and Lack of Identification 1983 J. D. Sargan
+ A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification 1983 J. D. Sargan
F. C. Mehta
+ Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle 1983 J. D. Sargan
Alok Bhargava
+ Edgeworth Approximations to the Distributions of Various Test Statistics 1981 J. D. Sargan
Yiu Kuen Tse
+ Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared 1980 J. D. Sargan
+ On the Existence of the Moments of 3SLS Estimators 1978 J. D. Sargan
+ PDF Chat The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables 1977 Antoni Espasa
J. D. Sargan
+ Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 1975 J. D. Sargan
+ Missing Data in an Autoregressive Model 1974 J. D. Sargan
E. G. Drettakis
+ The Validity of Nagar's Expansion for the Moments of Econometric Estimators 1974 J. D. Sargan
+ PDF Chat Econometrics: Statistical Foundations and Applications. 1971 J. D. Sargan
Phoebus J. Dhrymes
+ A General Approximation to the Distribution of Instrumental Variables Estimates 1971 J. D. Sargan
W. M. Mikhail
+ Three-Stage Least-Squares and Full Maximum Likelihood Estimates 1964 J. D. Sargan
+ The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals 1961 J. D. Sargan
Common Coauthors
Coauthor Papers Together
Yiu Kuen Tse 3
Phoebus J. Dhrymes 1
W. M. Mikhail 1
Alok Bhargava 1
Antoni Espasa 1
In Econometrics 1
E. G. Drettakis 1
Peter C.B. Phillips 1
F. C. Mehta 1
Manuel Arellano 1
Commonly Cited References
Action Title Year Authors # of times referenced
+ The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations 1959 A. L. Nagar
 5
+ Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared 1980 J. D. Sargan
 2
+ On methods of asymptotic approximation for multivariate distributions 1967 John M. Chambers
 2
+ A General Approximation to the Distribution of Instrumental Variables Estimates 1971 J. D. Sargan
W. M. Mikhail
 2
+ The Validity of Nagar's Expansion for the Moments of Econometric Estimators 1974 J. D. Sargan
 2
+ PDF Chat Estimating the Dimension of a Model 1978 Gideon Schwarz
 2
+ PDF Chat Asymptotic Properties of Non-Linear Least Squares Estimators 1969 Robert I. Jennrich
 1
+ Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 1991 Peter M. Robinson
 1
+ Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation 1977 P. C. B. Phillips
 1
+ PDF Chat Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes 1952 T. W. Anderson
D. A. Darling
 1
+ PDF Chat Asymptotic Approximations to Distributions 1958 David L. Wallace
 1
+ Introduction to Algebraic Geometry. 1960 Alice T. Schafer
Serge Lang
 1
+ Some notes on variance-ratio tests of the general linear hypothesis 1964 John G. Saw
 1
+ The Identification Problem in Econometrics. 1967 Franklin M. Fisher
 1
+ PDF Chat Theory of Probability Harold Jeffreys (Third edition, 447 + ix pp., Oxford Univ. Press, 84s.) 1962 I. J. Good
 1
+ Identification and Lack of Identification 1983 J. D. Sargan
 1
+ Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown 1970 T. Srinivasan
 1
+ A Note on the Exact Distributions of the Gcl Estimators in Two Leading over Identified Cases 1963 D. G. Kabe
 1
+ A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators 1977 Peter C.B. Phillips
 1
+ PDF Chat Expansions for the Distribution and Quantiles of a Regular Functional of the Empirical Distribution with Applications to Nonparametric Confidence Intervals 1983 Christopher S. Withers
 1
+ Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables 1970 J. Durbin
 1
+ PDF Chat Posterior odds ratios for selected regression hypotheses 1980 A. Zellner
Aloysius Siow
 1
+ Information Theory and an Extension of the Maximum Likelihood Principle 1998 H. Akaike
 1
+ Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing 1957 T. W. Anderson
 1
+ Chapter 14 Multiple hypothesis testing 1984 N. E. Savin
 1
+ Statistical Analysis of Stationary Time Series. 1958 G. M. Jenkins
Ulf Grenander
Meg A. Rosenblatt
 1
+ Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators 1975 J. D. Sargan
 1
+ PDF Chat On the Formulation of Wald Tests of Nonlinear Restrictions 1988 P. C. B. Phillips
Joon‐Young Park
 1
+ Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1991 Donald W. K. Andrews
 1
+ An efficient method for finding the minimum of a function of several variables without calculating derivatives 1964 M. J. D. Powell
 1
+ PDF Chat A Conditional Likelihood Ratio Test for Structural Models 2003 Marcelo J. Moreira
 1
+ Theory of probability 1939 Harold Jeffreys
R. Bruce Lindsay
 1
+ On the Exact Distributions of the Gcl Estimators in a Leading Three-Equation Case 1964 D. G. Kabe
 1
+ Achievements and challenges in econometric methodology 2001 David F. Hendry
 1
+ PDF Chat Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez 1999 David F. Hendry
Hans‐Martin Krolzig
 1
+ THE CHOICE BETWEEN SETS OF REGRESSORS 2001 J. D. Sargan
 1
+ Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error 1973 M. Hashem Pesaran
 1
+ The Bonferroni and the Scheffe Multiple Comparison Procedures 1980 N. E. Savin
 1
+ Specification Searches: Ad Hoc Inference with Non-Experimental Data. 1981 Jean‐François Richard
Edward E. Leamer
 1
+ New Developments in Automatic General-to-specific Modelling 2001 David F. Hendry
Hans‐Martin Krolzig
 1
+ On the Asymptotic Distribution of Generalized Linear Estimators 1960 R. L. Basmann
 1
+ On the Statistical Treatment of Linear Stochastic Difference Equations 1943 H. B. Mann
Abraham Wald
 1
+ Comments on Model Selection Criteria of Akaike and Schwarz 1979 M. Stone
 1
+ IV.—On Least Squares and Linear Combination of Observations 1936 A. C. Aitken
 1
+ The Choice of Variables in Multiple Regression 1968 D. V. Lindley
 1
+ Partial differential equations of mathematical physics 1932 H. Bateman
 1
+ Economic, Fluctuations in the United States 1921-41. 1951 G. Penrice
Lawrence R. Klein
 1
+ The “Maximum Likelihood Solution” of the Problem of Estimating a Linear Functional Relationship 1969 M. E. Solari
 1
+ PDF Chat Multiple Hypothesis Testing 2018 Pierre Moulin
Venugopal V. Veeravalli
 1
+ Symbolic Computation for Statistical Inference 2000 David Andrews
James E. Stafford
 1