VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966): Difference between revisions

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+IV.—On Least Squares and Linear Combination of Observations
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+Q4769776
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+Q2760414
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+On methods of asymptotic approximation for multivariate distributions
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+The bootstrap and Edgeworth expansion
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+Achievements and challenges in econometric methodology
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+Computer automation of general-to-specific model selection procedures
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+Q5726065
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+Q5822357
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+Q4164707
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
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+Bayesian model selection and prediction with empirical applications
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+Econometric Model Determination
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+On the Formulation of Wald Tests of Nonlinear Restrictions
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+Modeling by shortest data description
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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+The Estimation of Economic Relationships using Instrumental Variables
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+Q5727167
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+The Validity of Nagar's Expansion for the Moments of Econometric Estimators
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+Econometric Estimators and the Edgeworth Approximation
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+Some Tests of Dynamic Specification for a Single Equation
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+Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared
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+Identification and Lack of Identification
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+Q3030097
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+Q3999345
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+THE CHOICE BETWEEN SETS OF REGRESSORS
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+Estimating the dimension of a model
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+Instrumental Variables Regression with Weak Instruments
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+Asymptotic Approximations to Distributions
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+Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
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