J. Denis Sargan
Born(1924-08-23)23 August 1924
Doncaster, Yorkshire, England, United Kingdom
Died13 April 1996(1996-04-13) (aged 71)
Theydon Bois, Essex, England, United Kingdom
NationalityBritish
InstitutionLondon School of Economics
FieldEconometrics
Alma materUniversity of Cambridge
Doctoral
students
Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, Manuel Arellano

John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series.

Sargan was born in Doncaster,[1] Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge.[2] He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models. At the LSE, Sargan was Professor of Econometrics from 1964–1984.[3] Sargan was President of the Econometric Society, a Fellow of the British Academy[4] and an (honorary foreign) member of the American Academy of Arts and Sciences.[3][5]

His influence on econometric methodology is evident in several fields including in the development of Generalized Method of Moments estimators.

Selected publications

Published posthumously

References

  1. ^ Hendry, D. F. and P. C. B. Phillips (2017). "John Denis Sargan at the London School of Economics", Cowles Foundation Discussion Paper No. 2082, Cowles Foundation for Research in Economics, Yale University, p. 1. [1]
  2. ^ "SARGAN, Prof. John Denis". Who's Who. ukwhoswho.com. Vol. 2018 (online ed.). A & C Black, an imprint of Bloomsbury Publishing plc. (Subscription or UK public library membership required.) (subscription required)
  3. ^ a b https://www.independent.co.uk/news/people/obituary--professor-denis-sargan-1305657.html Obituary: Professor Denis Sargan Friday, 19 April 1996
  4. ^ Hendry, David; Phillips, Peter (2003). John Denis Sargan 1924-1996. Proceedings of the British Academy. Biographical Memoirs of Fellows II. Vol. 120. pp. 385–409. doi:10.5871/bacad/9780197263020.003.0019. ISBN 9780197263020.
  5. ^ Phillips, P. C. (2003). "Vision and influence in econometrics: John Denis Sargan". Econometric Theory. 19 (3): 495–512. CiteSeerX 10.1.1.193.6587. doi:10.1017/S0266466603193085. S2CID 122949584.

Further reading