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Abstract:

Econometrics Paper
Denis Sargan: Some Perspectives
Peter M Robinson
September 2002
Paper No' EM/2002/437:
Full Paper (pdf)

Tags: denis sargan; tooke chair of economic science and statistics; asymptotic theory and large models; semiparametric econometrics.

We attempt to present Denis Sargan's work in some kind of historical perspective, in two ways. First, we discuss some previous members of the Tooke Chair of Economic Science and Statistics, which was founded in 1859 and which Sargan held. Second, we discuss one of his artices 'Asymptotic Theory and Large Models' in relation to modern preoccupations with semiparametric econometrics.