J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY

Cites Work

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Estimating Long-Run Economic Equilibria
Statistical analysis of cointegration vectors
Modeling by shortest data description
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Bayesian inference in error-in-variables models
Estimating the dimension of a model
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Fitting autoregressive models for prediction
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Exogeneity
The Econometric Analysis of Economic Time Series
CONDITIONING IN DYNAMIC MODELS
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Confidence Intervals for the Means of Dependent, Normally Distributed Variables
Models with Several Regimes and Changes in Exogeneity
Some Tests of Dynamic Specification for a Single Equation
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Asymptotic Theory and Large Models
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MODEL BUILDING AND DATA MINING
THE CHOICE BETWEEN SETS OF REGRESSORS
Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
Co-Integration and Error Correction: Representation, Estimation, and Testing
The Estimation of Non-Linear Econometric Equations: An Application to the Specification and Estimation of an Aggregate Putty-Clay Relation for the United Kingdom
On the interactions of unit roots and exogeneity
Econometric Model Determination
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Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study
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Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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Computer automation of general-to-specific model selection procedures

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