J. Denis Sargan and the Origins of LSE Econometric Methodology.
I review the part played by John Denis Sargan in the formation of the "LSE approach" to dynamic econometric modeling. Despite his unassuming demeanor and his location at LSE--which had earlier dismissed a substantive role for econometric evidence--Sargan nevertheless radically altered the econometric approach of a generation, establishing a powerful approach to empirical modeling of economic time series. His main contributions to econometric methodology, and the subsequent research, are discu...Expand abstract
- Econometric Theory
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