Denis Sargan
John Denis Sargan, FBA (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic time-series.
J. Denis Sargan | |
|---|---|
| Born | 23 August 1924 Doncaster, Yorkshire, England, United Kingdom |
| Died | 13 April 1996 (aged 71) Theydon Bois, Essex, England, United Kingdom |
| Nationality | British |
| Academic career | |
| Institution | London School of Economics |
| Field | Econometrics |
| Alma mater | University of Cambridge |
| Doctoral students | Alok Bhargava, David Forbes Hendry, Esfandiar Maasoumi, Peter C.B. Phillips, Manuel Arellano |
Sargan was born in Doncaster, Yorkshire in 1924, and was educated at Doncaster Grammar School and St John's College, Cambridge. 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. 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.
His influence on econometric methodology is evident in several fields including in the development of Generalized Method of Moments estimators.