J. Denis Sargan : Citation Profile


Deceased: 1996-04-13

13

H index

16

i10 index

813

Citations

RESEARCH PRODUCTION:

24

Articles

2

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1971 - 1996). See details.
   Cites by year: 32
   Journals where J. Denis Sargan has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/psa394
   Updated: 2021-10-16    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Denis Sargan.

Is cited by:

Phillips, Peter (45)

Ericsson, Neil (39)

Hendry, David (35)

Bhargava, Alok (16)

Perote, Javier (15)

hsiao, cheng (8)

LINTON, OLIVER (8)

Perron, Pierre (8)

Ravallion, Martin (8)

Stock, James (7)

Skeels, Christopher (7)

Cites to:

Shiller, Robert (1)

Zellner, Arnold (1)

Judge, George (1)

Main data


Where J. Denis Sargan has published?


Journals with more than one article published# docs
Econometrica13
International Economic Review3
Review of Economic Studies3
Econometric Reviews2
Econometric Theory2

Recent works citing J. Denis Sargan (2021 and 2020)


YearTitle of citing document
2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

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2021Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310286.

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2020THE IMPACT OF FDI AND EXCHANGE RATE ON GDP IN MENA COUNTRIES : EVIDENCE FROM THE PANEL APPROACH. (2020). Djaballah, Mustapha. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202073.

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2020Spurious Factor Analysis. (2020). Wang, C ; Onatski, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2003.

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2020Nonparametric Euler Equation Identi?cation and Estimation. (2020). Srisuma, S ; Linton, O ; Lewbel, A ; Hoderlein, S ; Escanciano, J C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2064.

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2020Second-order refinements for t-ratios with many instruments. (2020). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:612.

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2020The Race between Population and Technology: Real Wages in the First Industrial Revolution. (2020). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:502.

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2020Hypothesis Tests with a Repeatedly Singular Information Matrix. (2020). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue. In: Working Papers. RePEc:cmf:wpaper:wp2020_2002.

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2020An assessment of the Phillips curve over time: evidence for the United States and the euro area. (2020). Koopmans, Siem Jan ; Mellens, Martin ; Vlekke, Marente. In: CPB Discussion Paper. RePEc:cpb:discus:416.

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2020An assessment of the Phillips curve over time: evidence for the United States and the euro area. (2020). Mellens, Martin ; Vlekke, Marente. In: CPB Discussion Paper. RePEc:cpb:discus:416.rdf.

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2020Identification and Estimation of Demand for Bundles. (2020). Wang, AO ; Iaria, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14363.

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2020Hypothesis tests with a repeatedly singular information matrix. (2020). Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14415.

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2020“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”. (2020). Tronzano, Marco ; Guerello, Chiara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300166.

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2020Half-panel jackknife estimation for dynamic panel models. (2020). Mehic, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300781.

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2020On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root. (2020). Han, Chirok ; Xue, Sen ; Gorgens, Tue. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303657.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2020Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models. (2020). De Blander, Rembert ; Deblander, Rembert . In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:3-29.

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2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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2021Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. (2021). Mouratidis, Kostas ; Whyte, Kemar ; Montagnoli, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302126.

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2021Social determination, health selection or indirect selection? Examining the causal directions between socioeconomic status and obesity in the Chinese adult population. (2021). Wu, Hania Fei. In: Social Science & Medicine. RePEc:eee:socmed:v:269:y:2021:i:c:s0277953620307838.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2020The Impact of Interest Rate, Exchange Rate and European Business Climate on Economic Growth in Romania: An ARDL Approach with Structural Breaks. (2020). Ifrim, Mihaela ; Cautisanu, Cristina ; Hatmanu, Mariana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2798-:d:340203.

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2021The Relevance of Financial Inclusion on Sustainable Economic Growth in Sub-Saharan African Nations. (2021). Chima, Menyelim M ; Fasheyitan, Oluwatobi ; Kehinde, Segun ; Adegboye, Alex ; Babajide, Abiola Ayopo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5581-:d:556113.

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2021Growth and Income Distribution Inequalities in Sub-Saharan Africa: A Dynamic Model Approach. (2021). Ndiaye, Cheikh Tidiane ; Mbengue, Babacar ; Dagoudo, Armand Akomavo. In: Working Papers. RePEc:hal:wpaper:hal-03202484.

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2020Creating Mutual Gains to Leverage a Racially Diverse Workforce: The Effects of Firm-Level Racial Diversity on Financial and Workforce Outcomes Under the Use of Broad-Based Stock Options. (2020). Konrad, Alison M ; Castellano, William G ; Shin, Duckjung ; Han, Joo Hun ; Blasi, Joseph R ; Kruse, Douglas L. In: Organization Science. RePEc:inm:ororsc:v:31:y:2020:i:6:p:1515-1537.

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2021Workers¡¯ Remittances and Economic Growth: Evidence From Bangladesh. (2021). Islam, Tamanna. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:2:p:233-241.

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2020Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

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2020A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001.

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2020Liner shipping bilateral connectivity and its impact on South Africa’s bilateral trade flows. (2020). Sodal, Sigbjorn ; Saeed, Naima ; Hoffmann, Jan. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:22:y:2020:i:3:d:10.1057_s41278-019-00124-8.

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2021Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2021:i:1:p:87-109.

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2020What drives the growth of academic spin-offs? Matching academics, universities, and non-research organizations. (2020). Sapio, Alessandro ; Parmentola, Adele ; Fiorentino, Raffaele ; Ferri, Salvatore ; Ferretti, Marco. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:16:y:2020:i:1:d:10.1007_s11365-018-0497-4.

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2021Trend, Cycles and Chance.. (2021). DIEBOLT, Claude. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-14.

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2020Does environmental regulation policy help improve green production performance? Evidence from Chinas industry. (2020). Wang, Chao ; Zhang, Yuejun. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:2:p:937-951.

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2021The Effect of Board Structure on Firm Disclosure and Behavior: A Case Study of Korea and a Comparison of Research Designs. (2021). Nasev, Julia ; Kim, Woochan ; Black, Bernard. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:18:y:2021:i:2:p:328-376.

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2020A COMMENT ON “ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING” BY HANMING FANG AND YANG WANG. (2020). Daljord, Oystein ; Abbring, Jaap H. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:2:p:565-571.

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2020Identifying the discount factor in dynamic discrete choice models. (2020). Abbring, Jaap H ; Daljord, Oystein. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:471-501.

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2020The Race between Population and Technology : Real Wages in the First Industrial Revolution. (2020). Crafts, Nicholas ; Mills, Terence C. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1298.

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Works by J. Denis Sargan:


YearTitleTypeCited
1992A comparison of different methods of estimating and testing the especification of rational expectation models with one endogeneus and one exogenus variable In: UC3M Working papers. Economics.
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paper0
2003CURRENT PROBLEMS IN ECONOMETRICS A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 Febr In: Econometric Theory.
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article0
2003THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS In: Econometric Theory.
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article0
1974The Moments of the 3SLS Estimates of the Structural Coefficients of a Simultaneous Equation Model In: Cowles Foundation Discussion Papers.
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paper0
1971A General Approximation to the Distribution of Instrumental Variables Estimates. In: Econometrica.
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article17
1974The Validity of Nagars Expansion for the Moments of Econometric Estimators. In: Econometrica.
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article14
1975Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators. In: Econometrica.
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article14
1976Econometric Estimators and the Edgeworth Approximation. In: Econometrica.
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article39
1978On the Existence of the Moments of 3SLS Estimators. In: Econometrica.
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article2
1980Some Tests of Dynamic Specification for a Single Equation. In: Econometrica.
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article46
1980Some Approximations to the Distribution of Econometric Criteria Which are Asymptotically Distributed as Chi-Squared. In: Econometrica.
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article11
1983Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk. In: Econometrica.
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article217
1983Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle. In: Econometrica.
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article41
1983A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification. In: Econometrica.
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article3
1983Identification and Lack of Identification. In: Econometrica.
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article59
1983Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods. In: Econometrica.
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article121
2006ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS.(2006) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 121
chapter
1986A Theorem of Validity for Edgeworth Expansions. In: Econometrica.
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article2
1984Dynamic specification In: Handbook of Econometrics.
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chapter147
1981Identification in models with autoregressive errors In: Journal of Econometrics.
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article2
1974Missing Data in an Autoregressive Model. In: International Economic Review.
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article15
1975Asymptotic Theory and Large Models. In: International Economic Review.
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article10
1977The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables. In: International Economic Review.
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article12
1980The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing In: Review of Economic Studies.
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article13
1980A Model of Wage-Price Inflation In: Review of Economic Studies.
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article23
1990Imhof Approximations to Econometric Estimators In: Review of Economic Studies.
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article1
2001MODEL BUILDING AND DATA MINING In: Econometric Reviews.
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article1
2001THE CHOICE BETWEEN SETS OF REGRESSORS In: Econometric Reviews.
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article3

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