Sargan test

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1Fellows of the Econometric Society / Denis Sargan / Statistical tests / Unit root test / Instrumental variable / Econometric model / Economic model / Macroeconomic model / Econometrica / Econometrics / Economics / Statistics

John Denis Sargan 1924—1996 J. D. Sargan was born on August 23, 1924, in Doncaster, Yorkshire, where he spent his childhood. He was Emeritus Professor of Econometrics at the London School of Economics when he died at h

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Source URL: korora.econ.yale.edu

Language: English - Date: 2006-09-25 13:26:00
2Regression analysis / Statistical inference / M-estimators / Instrumental variable / Estimator / Sargan test / Least squares / Generalized method of moments / Variance / Statistics / Estimation theory / Econometrics

Panel Data estimation using DPD for Ox B Y J URGEN A. D OORNIK1 , M ANUEL A RELLANO2 , AND S TEPHEN B OND3 1 Nuffield College, Oxford, http://www.nuff.ox.ac.uk/users/doornik/ 2 CEMFI, Madrid, http://www.cemfi.es/∼arell

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Source URL: www.doornik.com

Language: English - Date: 2013-08-12 13:06:04
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