丹尼斯·萨根:一些视角

DENIS SARGAN: SOME PERSPECTIVES

Econometric Theory · 2003
被引 13
人大 A-ABS 4

中文导读

从历史视角介绍丹尼斯·萨根的学术贡献,包括他担任的Tooke经济学与统计学教席的历史背景,以及其论文《渐近理论与大型模型》与当代半参数计量经济学的关联。

Abstract

I attempt to present Denis Sargan's work in some kind of historical perspective, in two ways. First, I discuss some previous members of the Tooke Chair of Economic Science and Statistics, which was founded in 1859 and which Sargan held. Second, I discuss one of his articles, “Asymptotic Theory and Large Models,” in relation to modern preoccupations with semiparametric econometrics.This research was supported by a Leverhulme Trust Personal Research Professorship and ESRC grant R000239252. I thank Peter Phillips for helpful comments and Javier Hualde for obtaining material employed in Section 2. Section 2 is based partly on my Doctor Honoris Causa investiture address at Carlos III Madrid University, in October 2000.

计量经济学史Sargan渐进理论半参数计量经济学