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Asymptotic Theory and Large Models

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  • Sargan, J D

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  • Sargan, J D, 1975. "Asymptotic Theory and Large Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 75-91, February.
  • Handle: RePEc:ier:iecrev:v:16:y:1975:i:1:p:75-91
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    Cited by:

    1. Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
    2. Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
    3. Robinson, Peter M., 2002. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 2263, London School of Economics and Political Science, LSE Library.
    4. Arellano, Manuel, 2016. "Modelling optimal instrumental variables for dynamic panel data models," Research in Economics, Elsevier, vol. 70(2), pages 238-261.
    5. Naoto Kunitomo, 1979. "Asymptotic Optimality of the Limited Information Maximum Likelihood Estimator in Large Econometric Models," Discussion Papers 503, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    6. Peter M Robinson, 2002. "Denis Sargan: Some Perspectives," STICERD - Econometrics Paper Series 437, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    7. Canale, Rosaria Rita & De Simone, Elina & Di Maio, Amedeo & Parenti, Benedetta, 2019. "UNESCO World Heritage sites and tourism attractiveness: The case of Italian provinces," Land Use Policy, Elsevier, vol. 85(C), pages 114-120.
    8. Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
    9. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.

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