By Larry Fine

SPRINGFIELD, New Jersey (Reuters) - The last four winners of golf's biggest events have been first-time major champions and Sergio Garcia could be next in line to extend that streak at the PGA Championship starting on Thursday.

The 36-year-old Spaniard announced himself in major championships 17 years ago when he finished second to Tiger Woods at the 1999 PGA Championship in Medinah.

Over the years he has twice been runner-up in both the PGA Championship and British Open, and has 22 top 10 finishes in the majors without yet tasting victory.

"I would love to make it five in a row," Garcia told reporters on Wednesday, referring to last year's PGA winner Jason Day, 2016 Masters champion Danny Willett, U.S. Open winner Dustin Johnson and British Open champion Henrik Stenson.

"My goal is to play well, to give myself another shot at winning a tournament, winning a major, and then see what I can come up with."

Garcia finished tied for fifth in both last month's U.S. Open and this month's British Open, and was encouraged by the brilliance of Stenson, 40, who set scoring records at Royal Troon in edging Phil Mickelson, 46, in a final-round duel.

"It is nice to see," said Garcia. "At the end of the day, if you stay healthy, you still can give yourself a lot of chances. That's my goal, to keep giving myself chances.

"(Stenson) has been giving himself a lot of chances and he finally waited for that day where everything clicked and everything was happening.

"What that shows me is never give up ... then hopefully I'll be able to raise that trophy."

Garcia, winner of 29 titles worldwide, said he used to feel frustrated about the elusive major, but has become philosophical about it.

"I understand how difficult it is to win every week," he said. "It doesn't matter if it's a major. It doesn't matter where it is.

"Nowadays, there's the level of play from guys coming up ... it's so much higher than it used to be (and) that is great for the game of golf.

"Hopefully it will happen. If it doesn't happen, it's not going to change my life. I'm not going to go in a cave and stay there until I die because I didn't win a major."

(Editing by Frank Pingue)