VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN

DOI10.1017/S0266466603193085zbMath1441.62029OpenAlexW3123520799WikidataQ56698651 ScholiaQ56698651MaRDI QIDQ4561966

Publication date: 14 December 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466603193085

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) History of statistics (62-03)

Cites Work

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

This page was built for publication: VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN