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J. Denis Sargan and the Origins of LSE Econometric Methodology.

Abstract:

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...

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Authors


David F Hendry More by this author
Journal:
Econometric Theory
Volume:
19
Publication date:
2003
URN:
uuid:faac77f8-d96d-462c-9a89-07964f5408dc
Local pid:
oai:economics.ouls.ox.ac.uk:10418
Language:
English

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