John Denis Sargan, FBA (23 August 1924 – 13 April 1996) was a British econometrician who specialized in the analysis of economic

time-series In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Ex ...

. Sargan was born in

Doncaster Doncaster (, ) is a city in South Yorkshire, England. Named after the River Don, it is the administrative centre of the larger City of Doncaster. It is the second largest settlement in South Yorkshire after Sheffield. Doncaster is situated in ...

Yorkshire Yorkshire ( ; abbreviated Yorks), formally known as the County of York, is a Historic counties of England, historic county in northern England and by far the largest in the United Kingdom. Because of its large area in comparison with other Eng ...

in 1924, and was educated at Doncaster Grammar School and

St John's College, Cambridge St John's College is a constituent college of the University of Cambridge founded by the Tudor matriarch Lady Margaret Beaufort. In constitutional terms, the college is a charitable corporation established by a charter dated 9 April 1511. The ...

. He made many contributions, notably in

instrumental variables In statistics, econometrics, epidemiology and related disciplines, the method of instrumental variables (IV) is used to estimate causal relationships when controlled experiments are not feasible or when a treatment is not successfully delivered ...

estimation Estimation (or estimating) is the process of finding an estimate or approximation, which is a value that is usable for some purpose even if input data may be incomplete, uncertain, or unstable. The value is nonetheless usable because it is de ...

Edgeworth expansion The Gram–Charlier A series (named in honor of Jørgen Pedersen Gram and Carl Charlier), and the Edgeworth series (named in honor of Francis Ysidro Edgeworth) are series that approximate a probability distribution in terms of its cumulants. The ser ...

s for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and

exact test In statistics, an exact (significance) test is a test such that if the null hypothesis is true, then all assumptions made during the derivation of the distribution of the test statistic are met. Using an exact test provides a significance test ...

s for

unit root In probability theory and statistics, a unit root is a feature of some stochastic processes (such as random walks) that can cause problems in statistical inference involving time series models. A linear stochastic process has a unit root if 1 is ...

s in autoregressive and

moving average In statistics, a moving average (rolling average or running average) is a calculation to analyze data points by creating a series of averages of different subsets of the full data set. It is also called a moving mean (MM) or rolling mean and is ...

models. At the LSE, Sargan was Professor of Econometrics from 1964–1984.https://www.independent.co.uk/news/people/obituary--professor-denis-sargan-1305657.html Obituary: Professor Denis Sargan Friday, 19 April 1996 Sargan was

President President most commonly refers to: *President (corporate title) * President (education), a leader of a college or university * President (government title) President may also refer to: Automobiles * Nissan President, a 1966–2010 Japanese ...

of the

Econometric Society The Econometric Society is an international society of academic economists interested in applying statistical tools to their field. It is an independent organization with no connections to societies of professional mathematicians or statisticians. ...

, a Fellow of the

British Academy The British Academy is the United Kingdom's national academy for the humanities and the social sciences. It was established in 1902 and received its royal charter in the same year. It is now a fellowship of more than 1,000 leading scholars s ...

and an (honorary foreign) member of the

American Academy of Arts and Sciences The American Academy of Arts and Sciences (abbreviation: AAA&S) is one of the oldest learned societies in the United States. It was founded in 1780 during the American Revolution by John Adams, John Hancock, James Bowdoin, Andrew Oliver, a ...

. His influence on econometric methodology is evident in several fields including in the development of Generalized Method of Moments estimators.

Selected publications

* * Sargan, J. D. (1964). "Wages and Prices in the United Kingdom: A Study in Econometric Methodology", 16, 25–54. in ''Econometric Analysis for National Economic Planning'', ed. by P. E. Hart, G. Mills, and J. N. Whittaker. London: Butterworths * Published posthumously * Sargan, J. D. (2001). "The Choice Between Sets of Regressors." Econometric Reviews 20(2). * Sargan, J. D. (2001). "Model Building and Data Mining." Econometric Reviews 20(2): 159-170. * Sargan, J. D. (2003). "The Development of Econometrics at LSE in the Last 30 Years." Econometric Theory 19(3): 429-438.

References

External links

* 1924 births 1996 deaths Alumni of St John's College, Cambridge Fellows of the Econometric Society Presidents of the Econometric Society Fellows of the British Academy Academics of the London School of Economics English statisticians 20th-century English mathematicians 20th-century British economists People from Doncaster {{UK-economist-stub

Selected publications

References

Further reading

External links