Denis Sargan's work in econometrics has provided much of the foundation for teaching and research in Britain for the last 20 years. These lectures, delivered at the London School of Economics in the 1960s, have now been edited by Meghnad Desai, who also supplies an introduction, and seek to confirm the importance of Professor Sargan's work. His style is described as terse and rigorous but his exposition as lucid and exhilarating. This addition to econometric literature should be of interest to students and those who have been influenced by Professor Sargan's work.
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