John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series. Sargan 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 (co-authored with Alok Bhargava). At the LSE, Sargan was Professor of Econometrics from 1964–84. Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences.

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  • John Denis Sargan est un économètre britannique, né le 23 août 1924 et mort le 13 avril 1996, spécialisé dans l'analyse des séries temporelles. Sargan a effectué plusieurs contributions notables, en particulier sur les méthodes des variables instrumentales, les séries d'Edgeworth pour les distributions d'estimateurs économétriques, les conditions d'identification dans les modèles à équations simultanées, les tests asymptotiques de suridentification dans les équations homoscédastiques. Sargan a été professeur d'économétrie à la London School of Economics de 1964 à 1984. Il a été le directeur de thèse de plusieurs économètres reconnus, dont Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips et Manuel Arellano. Il a également été président de la Société d'économétrie, membre de la British Academy et membre de l'Académie américaine des arts et des sciences. * Portail de l’économie Portail de l’économie (fr)
  • John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series. Sargan 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 (co-authored with Alok Bhargava). At the LSE, Sargan was Professor of Econometrics from 1964–84. Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences. Sargan is known for having been doctoral advisor to several renowned econometricians. These include Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, and Manuel Arellano. His influence on econometric methodology is evident in several fields including in the development of Generalized Method of Moments estimators. (en)
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  • 1924-08-23 (xsd:date)
  • 1924-8-23
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  • 1996-04-13 (xsd:date)
  • 1996-4-13
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  • British econometrician (en)
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  • John Denis Sargan est un économètre britannique, né le 23 août 1924 et mort le 13 avril 1996, spécialisé dans l'analyse des séries temporelles. Sargan a effectué plusieurs contributions notables, en particulier sur les méthodes des variables instrumentales, les séries d'Edgeworth pour les distributions d'estimateurs économétriques, les conditions d'identification dans les modèles à équations simultanées, les tests asymptotiques de suridentification dans les équations homoscédastiques. * Portail de l’économie Portail de l’économie (fr)
  • John Denis Sargan (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series. Sargan 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 (co-authored with Alok Bhargava). At the LSE, Sargan was Professor of Econometrics from 1964–84. Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences. (en)
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  • John D. Sargan (fr)
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