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Denis Sargan: some perspectives

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  • Robinson, Peter M.

Abstract

We attempt to present Denis Sargan's work in some kind of historical perspective, in two ways. First, we discuss some previous members of the Tooke Chair of Economic Science and Statistics, which was founded in 1859 and which Sargan held. Second, we discuss one of his artices 'Asymptotic Theory and Large Models' in relation to modern preoccupations with semiparametric econometrics.

Suggested Citation

  • Robinson, Peter M., 2002. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 2263, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:2263
    as

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    File URL: http://eprints.lse.ac.uk/2263/
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    References listed on IDEAS

    as
    1. Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-345, March.
    2. Sargan, J D, 1983. "Identification and Lack of Identification," Econometrica, Econometric Society, vol. 51(6), pages 1605-1633, November.
    3. Robinson, P M, 1988. "Semiparametric Econometrics: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(1), pages 35-51, January.
    4. Newey, Whitney K., 1994. "Series Estimation of Regression Functionals," Econometric Theory, Cambridge University Press, vol. 10(1), pages 1-28, March.
    5. Espasa, Antoni & Sargan, J Denis, 1977. "The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 583-605, October.
    6. 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.
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    More about this item

    Keywords

    Denis Sargan; Tooke Chair of Economic Science and Statistics; asymptotic theory and large models; semiparametric econometrics.;
    All these keywords.

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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