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Testing residuals from least squares regression for being generated by the Gaussian random walk
Sargan, J. D.; Bhargava, Alok - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10002730126
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Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle
Sargan, J. D.; Bhargava, Alok - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 3, pp. 799-820
Persistent link: https://www.econbiz.de/10002730230
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The validity of Nagar's expansion for the momemnts of econometric estimators
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 42 (1974) 1, pp. 169-176
Persistent link: https://www.econbiz.de/10002734934
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Some tests of dymanic specification for a single equation
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 4, pp. 879-897
Persistent link: https://www.econbiz.de/10002730142
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The period of production
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 23 (1955) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10002730149
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Some approximation to the distribution of econometric criteria wich are asymptotically distributed as Chi-squared
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 5, pp. 1107-1138
Persistent link: https://www.econbiz.de/10002730160
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On the existence of the moments of 3SLS estimators
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 6, pp. 1329-1350
Persistent link: https://www.econbiz.de/10002730175
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The maximum likelihood estimation of economic relationships with autoregressive residuals
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 29 (1961) 3, pp. 414-426
Persistent link: https://www.econbiz.de/10002730216
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The instability of the Leontief dynamic model
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 26 (1958) 3, pp. 381-392
Persistent link: https://www.econbiz.de/10002730252
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Identification and lack of identification
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 6, pp. 1605-1633
Persistent link: https://www.econbiz.de/10002730259