Denis Sargan's intellectual influence in econometrics is
discussed and some of his visions for the future of econometrics are
considered in this memorial article. One of Sargan's favorite
topics in econometric theory was finite sample theory, including both
exact theory and various types of asymptotic expansions. We provide
some summary discussion of asymptotic expansions of the type that
Sargan developed in this field and give explicit representations of
Sargan's formula for the Edgeworth expansion in the case of an
econometric estimator that can be written as a smooth function of
sample moments whose distributions themselves have Edgeworth
A student is like green grass and a great teacher is like the spring sun. The benefit from the sun is infinite, and little grass can hardly pay it back, although it tries its best.
Email your librarian or administrator to recommend adding this journal to your organisation's collection.