Hostname: page-component-5c6d5d7d68-qks25 Total loading time: 0 Render date: 2024-08-09T06:22:18.352Z Has data issue: false hasContentIssue false
  • English
  • Français

J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY

Published online by Cambridge University Press:  20 March 2003

David F. Hendry
David F. Hendry
Affiliation:
Oxford University
Get access Rights & Permissions [Opens in a new window]

Abstract

I review the part played by John Denis Sargan in the formation of the “LSE approach” to dynamic econometric modeling. Despite his unassuming demeanor and his location at LSE—which had earlier dismissed a substantive role for econometric evidence—Sargan nevertheless radically altered the econometric approach of a generation, establishing a powerful approach to empirical modeling of economic time series. His main contributions to econometric methodology, and the subsequent research, are discussed as a complement to the other papers in this memorial volume.Financial support from the U.K. Economic and Social Research Council under grant L138251009 is gratefully acknowledged. I am indebted to Alok Bhargava, Julia Campos, Meghnad Desai, Neil Ericsson, Toni Espasa, Grayham Mizon, Peter Phillips, Timo Teräsvirta, and Ken Wallis for helpful comments and to Peter Phillips for the invitation to contribute this paper to Econometric Theory.

Type
Research Article
Information
Econometric Theory , Volume 19 , Issue 3 , June 2003 , pp. 457 - 480
Copyright
© 2003 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Akaike, H. (1969) Fitting autoregressive models for prediction. Annals of the Institute of Statistical Mathematics 21, 243–247.CrossRefGoogle Scholar
Allen, R.G.D. (1963) Mathematical Economics, 2nd ed. London: Macmillan.
Anderson, T.W. (1962) The choice of the degree of a polynomial regression as a multiple-decision problem. Annals of Mathematical Statistics 33, 255–265.CrossRefGoogle Scholar
Anderson, T.W. (1971) The Statistical Analysis of Time Series. New York: Wiley.
Archibald, G.C. (1959) The state of economic science. British Journal for the Philosophy of Science 10, 58–69.CrossRefGoogle Scholar
Atkinson, A.C. (1981) Likelihood ratios, posterior odds, and information criteria. Journal of Econometrics 16, 15–20.CrossRefGoogle Scholar
Banerjee, A., J.J. Dolado, J.W. Galbraith, & D.F. Hendry (1993) Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data. Oxford: Oxford University Press.
Bergstrom, A.R. (1962) A model of technical progress: The production function and cyclical growth. Economica 29, 357–370. Reprinted in A.R. Bergstrom, Continuous Time Modelling, pp. 23–37 (Oxford: Oxford University Press, 1990).Google Scholar
Bergstrom, A.R. (1967) The Construction and Use of Economic Models. London: English Universities Press.
Bergstrom, A.R. & C.R. Wymer (1976) A model of disequilibrium neoclassical growth and its application to the United Kingdom. In A.R. Bergstrom (ed.), Statistical Inference in Continuous Time Econometric Models, pp. 267–327. Amsterdam: North-Holland.
Blaug, M. (1980) The Methodology of Economics. Cambridge: Cambridge University Press.
Caldwell, B. (1982) Beyond Positivism: Economic Methodology in the Twentieth Century. London: Allen and Unwin.
Chow, G.C. (1960) Tests of equality between sets of coefficients in two linear regressions. Econometrica 28, 591–605.CrossRefGoogle Scholar
Clements, M.P. & D.F. Hendry (1999) Forecasting Non-stationary Economic Time Series. Cambridge, Massachusetts: MIT Press.
Cochrane, D. & G.H. Orcutt (1949) Application of least squares regression to relationships containing auto-correlated error terms. Journal of the American Statistical Association 44, 32–61.Google Scholar
Coen, P.G., E.D. Gomme, & M.G. Kendall (1969) Lagged relationships in economic forecasting. Journal of the Royal Statistical Society, Series A 132, 133–163. Reprinted in T.C. Mills (ed.), Economic Forecasting (Edward Elgar, 1999).Google Scholar
Davidson, J.E.H., D.F. Hendry, F. Srba, & J.S. Yeo (1978) Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom. Economic Journal 88, 661–692. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).Google Scholar
Desai, M.J., D.F. Hendry, & G.E. Mizon (1997) John Denis Sargan: An obituary. Economic Journal 107, 1121–1125.CrossRefGoogle Scholar
Doornik, J.A. & H. Hansen (1994) A Practical Test for Univariate and Multivariate Normality. Discussion paper, Nuffield College.
Dunn, O.J. (1959) Confidence intervals for the means of dependent, normally distributed variables. Journal of the American Statistical Association 54, 613–621.CrossRefGoogle Scholar
Durbin, J. & G.S. Watson (1950) Testing for serial correlation in least squares regression, part I. Biometrika 37, 409–428.Google Scholar
Durbin, J. & G.S. Watson (1951) Testing for serial correlation in least squares regression, part II. Biometrika 38, 159–178.CrossRefGoogle Scholar
Engle, R.F. (1982) Autoregressive conditional heteroscedasticity, with estimates of the variance of United Kingdom inflation. Econometrica 50, 987–1007.CrossRefGoogle Scholar
Engle, R.F. & C.W.J. Granger (1987) Cointegration and error correction: Representation, estimation, and testing. Econometrica 55, 251–276.CrossRefGoogle Scholar
Engle, R.F., D.F. Hendry, & J.-F. Richard (1983) Exogeneity. Econometrica 51, 277–304. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000); and in N.R. Ericsson & J.S. Irons (eds.), Testing Exogeneity (Oxford: Oxford University Press, 1994).Google Scholar
Epstein, R. (1987) A History of Econometrics. Amsterdam: North-Holland.
Ericsson, N.R., J. Campos, & H.-A. Tran (1990) PC-GIVE and David Hendry's econometric methodology. Revista de Econometria 10, 7–117.CrossRefGoogle Scholar
Ericsson, N.R., E. Maasoumi, & G.E. Mizon (2001) A retrospective on J. Denis Sargan. Econometric Reviews 20, 133–157.Google Scholar
Espasa, A. (1993) Laudatio on the occasion of the investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa. Mimeo, Universidad Carlos III, Madrid.
Fisher, M.R. (1956) Exploration in saving behaviour. Oxford Bulletin of Economics and Statistics 18, 201–278.Google Scholar
Florens, J.-P. & M. Mouchart (1980) Initial and Sequential Reduction of Bayesian Experiments. Discussion paper 8015, CORE, Louvain-La-Neuve, Belgium.
Florens, J.-P. & M. Mouchart (1985) Conditioning in dynamic models. Journal of Time Series Analysis 6, 15–34.CrossRefGoogle Scholar
Florens, J.-P., M. Mouchart, & J.-F. Richard (1974) Bayesian inference in errors-in-variables models. Journal of Multivariate Analysis 4, 419–452.CrossRefGoogle Scholar
Florens, J.-P., M. Mouchart, & J.-F. Richard (1976) Likelihood Analysis of Linear Models. Discussion paper 7619, CORE, Louvain-La-Neuve, Belgium.
Florens, J.-P., M. Mouchart, & J.-M. Rolin (1990) Elements of Bayesian Statistics. New York: Marcel Dekker.
Gilbert, C.L. (1986) Professor Hendry's econometric methodology. Oxford Bulletin of Economics and Statistics 48, 283–307. Reprinted in C.W.J. Granger (ed.), Modelling Economic Series (Oxford: Clarendon Press, 1990).Google Scholar
Godfrey, L.G. (1978) Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables. Econometrica 46, 1303–1313.CrossRefGoogle Scholar
Granger, C.W.J. (1981) Some properties of time series data and their use in econometric model specification. Journal of Econometrics 16, 121–130.CrossRefGoogle Scholar
Granger, C.W.J. (1986) Developments in the study of cointegrated economic variables. Oxford Bulletin of Economics and Statistics 48, 213–228.CrossRefGoogle Scholar
Granger, C.W.J. & P. Newbold (1977) The time series approach to econometric model building. In C.A. Sims (ed.), New Methods in Business Cycle Research, pp. 7–21. Minneapolis: Federal Reserve Bank of Minneapolis.
Hannan, E.J. & B.G. Quinn (1979) The determination of the order of an autoregression. Journal of the Royal Statistical Society, Series B 41, 190–195.Google Scholar
Hayek, F.A. (1963) Studies in Philosophy, Politics, and Economics. London: Routledge and Kegan Paul.
Hendry, D.F. (1970) The Estimation of Economic Models with Autoregressive Errors. Ph.D. Thesis, London University.
Hendry, D.F. (1974) Stochastic specification in an aggregate demand model of the United Kingdom. Econometrica 42, 559–578. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).Google Scholar
Hendry, D.F. (1977) On the time series approach to econometric model building. In C.A. Sims (ed.), New Methods in Business Cycle Research, pp. 183–202. Minneapolis: Federal Reserve Bank of Minneapolis. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).
Hendry, D.F. (1987) Econometric methodology: A personal perspective. In T.F. Bewley (ed.), Advances in Econometrics, Ch. 10. Cambridge: Cambridge University Press.
Hendry, D.F. [1993] (2000) Econometrics: Alchemy or Science? Oxford: Blackwell Publishers. Reprint, Oxford: Oxford University Press.
Hendry, D.F. (1995a) Econometrics and business cycle empirics. Economic Journal 105, 1622–1636.Google Scholar
Hendry, D.F. (1995b) On the interactions of unit roots and exogeneity. Econometric Reviews 14, 383–419.Google Scholar
Hendry, D.F. (2001) Modelling UK inflation, 1875–1991. Journal of Applied Econometrics 16, 255–275.CrossRefGoogle Scholar
Hendry, D.F. & G.J. Anderson (1977) Testing dynamic specification in small simultaneous systems: An application to a model of building society behaviour in the United Kingdom. In M.D. Intriligator (ed.), Frontiers in Quantitative Economics, vol. 3, pp. 361–383. Amsterdam: North-Holland. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).
Hendry, D.F. & H.-M. Krolzig (1999) Improving on “Data mining reconsidered” by K.D. Hoover & S.J. Perez. Econometrics Journal 2, 202–219.Google Scholar
Hendry, D.F. & H.-M. Krolzig (2001) Automatic Econometric Model Selection. London: Timberlake Consultants Press.
Hendry, D.F. & H.-M. Krolzig (2002) New developments in automatic general-to-specific modelling. In B.P. Stigum (ed.), Econometrics and the Philosophy of Economics. Princeton: Princeton University Press, forthcoming.
Hendry, D.F. & G.E. Mizon (1978) Serial correlation as a convenient simplification, not a nuisance: A comment on a study of the demand for money by the Bank of England. Economic Journal 88, 549–563. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).Google Scholar
Hendry, D.F. & M.S. Morgan (1995) The Foundations of Econometric Analysis. Cambridge: Cambridge University Press.
Hendry, D.F., A.R. Pagan, & J.D. Sargan (1984) Dynamic specification. In Z. Griliches and M.D. Intriligator (eds.), Handbook of Econometrics, vol. 2, Ch. 18. Amsterdam: North-Holland. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).
Hendry, D.F. & M.H. Pesaran (2001) Editors' introduction. Journal of Applied Econometrics 16, 197–202.CrossRefGoogle Scholar
Hendry, D.F. & J.-F. Richard (1982) On the formulation of empirical models in dynamic econometrics. Journal of Econometrics 20, 3–33. Reprinted in C.W.J. Granger (ed.), Modelling Economic Series (Oxford: Clarendon Press, 1990); and in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).Google Scholar
Hendry, D.F. & J.-F. Richard (1983) The econometric analysis of economic time series (with discussion). International Statistical Review 51, 111–163. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).Google Scholar
Hendry, D.F. & P.K. Trivedi (1972) Maximum likelihood estimation of difference equations with moving-average errors: A simulation study. Review of Economic Studies 32, 117–145.CrossRefGoogle Scholar
Hendry, D.F. & T. von Ungern-Sternberg (1981) Liquidity and inflation effects on consumers' expenditure. In A.S. Deaton (ed.), Essays in the Theory and Measurement of Consumers' Behaviour, pp. 237–261. Cambridge: Cambridge University Press. Reprinted in D.F. Hendry, Econometrics: Alchemy or Science? (Oxford: Blackwell Publishers, 1993; Oxford: Oxford University Press, 2000).
Hendry, D.F. & K.F. Wallis (eds.) (1984) Econometrics and Quantitative Economics. Oxford: Basil Blackwell.
Holt, C.C. (1969) Interactions with a fellow research engineer-economist. Reprinted in R. Leeson (ed.), A.W.H. Phillips: Collected Works in Contemporary Perspective, pp. 308–314 (Cambridge: Cambridge University Press, 2000).
Hoover, K.D. & S.J. Perez (1999) Data mining reconsidered: Encompassing and the general-to-specific approach to specification search. Econometrics Journal 2, 167–191.CrossRefGoogle Scholar
Hoover, K.D. & S.J. Perez (2000) Truth and Robustness in Cross-Country Growth Regressions. Working paper, Economics Department, University of California, Davis.
Hutchison, T.W. (1938) The Significance and Basic Postulates of Economic Theory. London: Macmillan.
Johansen, S. (1988) Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control 12, 231–254. Reprinted in R.F. Engle & C.W.J. Granger (eds.), Long-Run Economic Relationships, pp. 131–152 (Oxford: Oxford University Press, 1991).Google Scholar
Kiviet, J.F. (1986) On the rigor of some mis-specification tests for modelling dynamic relationships. Review of Economic Studies 53, 241–261.CrossRefGoogle Scholar
Klappholz, K. & J. Agassi (1959) Methodological prescriptions in economics. Economica 26, 23–39.CrossRefGoogle Scholar
Klein, L.R. (1953) A Textbook of Econometrics. Evanston, Illinois: Row, Peterson.
Klein, L.R., R.J. Ball, A. Hazlewood, & P. Vandome (1961) An Econometric Model of the UK. Oxford: Oxford University Press.
Kydland, F.E. & E.C. Prescott (1991) The econometrics of the general equilibrium approach to business cycles. Scandinavian Journal of Economics 93, 161–178.CrossRefGoogle Scholar
Kydland, F.E. & E.C. Prescott (1996) The computational experiment: An econometric tool. Journal of Economic Perspectives 69–85.CrossRefGoogle Scholar
Lakatos, I. (1974) Falsification and the methodology of scientific research programmes. In I. Lakatos & A. Musgrave (eds.), Criticism and the Growth of Knowledge, pp. 91–196. Cambridge: Cambridge University Press.
Leeson, R. (ed.) (2000) A. W. H. Phillips: Collected Works in Contemporary Perspective. Cambridge: Cambridge University Press.
Lipsey, R.G. (1966) An Introduction to Positive Economics, 2nd ed. London: Weidenfeld and Nicholson.
Marglin, S.A. (1975) What do bosses do? part II. Review of Radical Political Economics 7, 20–37.CrossRefGoogle Scholar
Mizon, G.E. (1974) The estimation of non-linear econometric equations: An application to the specification and estimation of an aggregate putty-clay relation for the U.K. Review of Economic Studies 41, 253–270.CrossRefGoogle Scholar
Mizon, G.E. (1977a) Inferential procedures in nonlinear models: An application in a UK industrial cross section study of factor substitution and returns to scale. Econometrica 45, 1221–1242.Google Scholar
Mizon, G.E. (1977b) Model selection procedures. In M.J. Artis & A.R. Nobay (eds.), Studies in Modern Economic Analysis, pp. 97–120. Oxford: Basil Blackwell.
Mizon, G.E. (1995) Progressive modelling of macroeconomic time series: The LSE methodology. In K.D. Hoover (ed.), Macroeconometrics: Developments, Tensions, and Prospects, pp. 107–169. Dordrecht: Kluwer Academic Press.
Nerlove, M. & K.F. Wallis (1966) Use of the Durbin-Watson statistic in inappropriate situations. Econometrica 34, 235–238.CrossRefGoogle Scholar
Pagan, A.R. & D.F. Nicholls (1976) Exact maximum likelihood estimation of regression models with finite order moving average errors. Review of Economic Studies 43, 383–387.CrossRefGoogle Scholar
Phillips, A.W.H. (1954) Stabilization policy in a closed economy. Economic Journal 64, 290–333. Reprinted in R. Leeson, A.W.H. Phillips: Collected Works in Contemporary Perspective, pp. 133–168 (Cambridge: Cambridge University Press, 2000).Google Scholar
Phillips, A.W.H. (1957) Stabilization policy and the time form of lagged response. Economic Journal 67, 265–277. Reprinted in R. Leeson, A.W.H. Phillips: Collected Works in Contemporary Perspective, pp. 169–183 (Cambridge: Cambridge University Press, 2000).Google Scholar
Phillips, A.W.H. (1958) The relation between unemployment and the rate of change of money wage rates in the United Kingdom, 1861–1957. Economica 25, 283–299. Reprinted in R. Leeson, A.W.H. Phillips: Collected Works in Contemporary Perspective, pp. 243–260 (Cambridge: Cambridge University Press, 2000).Google Scholar
Phillips, A.W.H. & M.H. Quenouille (1960) Estimation, regulation, and prediction in interdependent dynamic systems. Bulletin de l'Institute de Statistique 37, 335–343. Reprinted in R. Leeson, A.W.H. Phillips: Collected Works in Contemporary Perspective, pp. 408–417 (Cambridge: Cambridge University Press, 2000).Google Scholar
Phillips, P.C.B. (1985) The ET interview: Professor J.D. Sargan. Econometric Theory 2, 119–139.CrossRefGoogle Scholar
Phillips, P.C.B. (1994) Bayes models and forecasts of Australian macroeconomic time series. In C. Hargreaves (ed.), Non-stationary Time-Series Analyses and Cointegration. Oxford: Oxford University Press.
Phillips, P.C.B. (1995) Automated forecasts of Asia-Pacific economic activity. Asia-Pacific Economic Review 1, 92–102.Google Scholar
Phillips, P.C.B. (1996) Econometric model determination. Econometrica 64, 763–812.CrossRefGoogle Scholar
Phillips, P.C.B. (2002) Laws and limits of econometrics. Sargan lecture, Royal Economic Society Conference, Warwick University.
Phillips, P.C.B. & M. Loretan (1991) Estimating long-run economic equilibria. Review of Economic Studies 58, 407–436.CrossRefGoogle Scholar
Popper, K.R. (1959) The Logic of Scientific Discovery. New York: Basic Books.
Popper, K.R. (1963) Conjectures and Refutations. New York: Basic Books.
Qin, D. (1993) The Formation of Econometrics: A Historical Perspective. Oxford: Clarendon Press.
Ramsey, J.B. (1969) Tests for specification errors in classical linear least squares regression analysis. Journal of the Royal Statistical Society, Series B 31, 350–371.Google Scholar
Richard, J.-F. (1980) Models with several regimes and changes in exogeneity. Review of Economic Studies 47, 1–20.CrossRefGoogle Scholar
Rissanen, J. (1978) Modeling by shortest data description. Automatica 14, 465–471.CrossRefGoogle Scholar
Robbins, L. (1932) An Essay on the Nature and Significance of Economic Science. London: Macmillan.
Salmon, M. (1982) Error correction mechanisms. Economic Journal 92, 615–629.CrossRefGoogle Scholar
Sargan, J.D. (1957) The danger of over-simplification. Oxford Bulletin of Economics and Statistics 19, 171–178.CrossRefGoogle Scholar
Sargan, J.D. (1959) The estimation of relationships with autocorrelated residuals by the use of instrumental variables. Journal of the Royal Statistical Society, Series B 21, 91–105. Reprinted in J.D. Sargan, Contributions to Economics, E. Maasoumi (ed.), vol. 1, pp. 87–104 (Cambridge: Cambridge University Press, 1988).Google Scholar
Sargan, J.D. (1961) The maximum likelihood estimation of economic relationships with autoregressive residuals. Econometrica 29, 414–426. Reprinted in J.D. Sargan, Contributions to Economics, E. Maasoumi (ed.), vol. 1, pp. 105–117 (Cambridge: Cambridge University Press, 1988).Google Scholar
Sargan, J.D. (1964) Wages and prices in the United Kingdom: A study in econometric methodology (with discussion). In P.E. Hart, G. Mills, & J.K. Whitaker (eds.), Econometric Analysis for National Economic Planning, vol. 16 of Colston Papers, pp. 25–63. London: Butterworth. Reprinted in D.F. Hendry & K.F. Wallis (eds.), Econometrics and Quantitative Economics, pp. 275–314 (Oxford: Basil Blackwell, 1984); and in J.D. Sargan, Contributions to Econometrics, E. Maasoumi (ed.), vol. 1, pp. 124–169 (Cambridge: Cambridge University Press, 1988).
Sargan, J.D. (1973) Model building and data mining. Paper presented to the Association of University Teachers of Economics Meeting, Manchester. Published in Econometric Reviews (2001), 20, 159–170.CrossRef
Sargan, J.D. (1975) Asymptotic theory and large models. International Economic Review 16, 75–91.CrossRefGoogle Scholar
Sargan, J.D. (1980) Some tests of dynamic specification for a single equation. Econometrica 48, 879–897. Reprinted in J.D. Sargan, Contributions to Econometrics, E. Maasoumi (ed.), vol. 1, pp. 191–212.CrossRefGoogle Scholar
Sargan, J.D. (1981) The choice between sets of regressors. Mimeo, Economics Department, London School of Economics. Published in Econometric Reviews (2001), 20, 171–186.CrossRef
Sargan, J.D. (1988a) Contributions to Econometrics, E. Maasoumi (ed.), vols. 1 and 2. Cambridge: Cambridge University Press.
Sargan, J.D. (1988b) Lectures on Advanced Econometric Theory. Oxford: Basil Blackwell.
Sargan, J.D. & J.D. Sylwestrowicz (1976) COMFAC: Algorithm for Wald tests of common factors in lag polynomials. Users' manual, London School of Economics.
Schiff, A.F. & P.C.B. Phillips (2002) Forecasting New Zealand's real GDP. Zealand Economic Papers 34(2), 159–182.Google Scholar
Schwarz, G. (1978) Estimating the dimension of a model. Annals of Statistics 6, 461–464.CrossRefGoogle Scholar
Shibata, R. (1981) An optimal autoregressive spectral estimate. Annals of Statistics 9, 300–306.CrossRefGoogle Scholar
Student (1908) On the probable error of the mean. Biometrika 6, 1–25.Google Scholar
Theil, H. (1961) Economic Forecasts and Policy, 2nd ed. Amsterdam: North-Holland.
Trivedi, P.K. (1970) The relation between the order-delivery lag and the rate of capacity utilization in the engineering industry in the United Kingdom, 1958–1967. Economica 37, 54–67.CrossRefGoogle Scholar
Wald, A. (1947) Sequential Analysis. New York: Wiley.
White, H. (1980) A heteroskedastic-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48, 817–838.CrossRefGoogle Scholar