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

Sargan was born inDoncaster,^[1]Yorkshire in 1924, and was educated atDoncaster Grammar School andSt John's College, Cambridge.^[2] He made many contributions, notably ininstrumental variablesestimation,Edgeworth expansions for the distributions of econometric estimators, identification conditions insimultaneous equations models,asymptotic tests foroveridentifying restrictions inhomoskedastic equations andexact tests forunit roots inautoregressive andmoving average models. At theLSE, Sargan was Professor of Econometrics from 1964–1984.^[3] Sargan wasPresident of theEconometric Society, a Fellow of theBritish Academy^[4] and an (honorary foreign) member of theAmerican Academy of Arts and Sciences.^[3][5]

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

• Sargan, J. D. (1958). "The Estimation of Economic Relationships using Instrumental Variables".Econometrica.26 (3):393–415.doi:10.2307/1907619.JSTOR 1907619.
• Sargan, J. D. (1964). "Wages and Prices in the United Kingdom: A Study in Econometric Methodology", 16, 25–54. inEconometric Analysis for National Economic Planning, ed. by P. E. Hart, G. Mills, and J. N. Whittaker. London: Butterworths
• Sargan, J. D. (1980). "Some Tests of Dynamic Specification for a Single Equation".Econometrica.48 (4):879–897.doi:10.2307/1912938.JSTOR 1912938.

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.

• Gilbert, Christopher L. (1989). "LSE and the British Approach to Time Series Econometrics".Oxford Economic Papers.41 (1):108–128.doi:10.1093/oxfordjournals.oep.a041887.JSTOR 2663185.
• Hendry, David F. (2003). "J. Denis Sargan and the Origins of LSE Econometric Methodology".Econometric Theory.19 (3):457–480.doi:10.1017/S0266466603193061.S2CID 122846487.

• Denis Sargan at theMathematics Genealogy Project

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