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John Denis Sargan (1924–1996)

In: The Palgrave Companion to LSE Economics

Author

Listed:
  • David F. Hendry

    (Nuffield College, University of Oxford)

  • Peter C. B. Phillips

    (Yale University)

Abstract

During his period at LSE from the early 1960s to the mid-1980s, John Denis Sargan rose to international prominence and 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 LSE. The overriding theme of his research was to improve the quality and reliability of empirical modelling through new approaches to specification and methodology, new methods of estimation, inference and evaluation complemented by systematic studies of their small sample and asymptotic properties, and by demonstrating their operational implementation with path-breaking applications in a wide range of empirical studies.

Suggested Citation

  • David F. Hendry & Peter C. B. Phillips, 2019. "John Denis Sargan (1924–1996)," Palgrave Macmillan Books, in: Robert A. Cord (ed.), The Palgrave Companion to LSE Economics, chapter 0, pages 667-695, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-58274-4_27
    DOI: 10.1057/978-1-137-58274-4_27
    as

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