Denis Sargan

John Denis Sargan (1924-1996) was a British econometrician who specialized in the analysis of economic time-series. Sargan made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava). At the LSE, Sargan was Professor of Econometrics from 1964-84.^[1] Sargan was President of the Econometric Society, a Fellow of the British Academy and an (honorary foreign) member of the American Academy of Arts and Sciences.^[1]

References

1. ^ ^{a b} http://www.independent.co.uk/news/people/obituary--professor-denis-sargan-1305657.html Obituary: Professor Denis Sargan Friday, 19 April 1996

Persondata
Name	Sargan, Denis
Alternative names
Short description
Date of birth	1924
Place of birth
Date of death	1996
Place of death

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