Vision and Influence in Econometrics: John Denis Sargan

Peter Phillips

No 1393, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: 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 expansions.

Keywords: Academic bodhisattva; asymptotic expansion; bodhicitta; Edgeworth; finite sample theory; intellectual influence; vision (search for similar items in EconPapers)
JEL-codes: B23 C22 C30 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2003-01
New Economics Papers: this item is included in nep-ecm and nep-hpe
Note: CFP 1054
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Published in Econometric Theory (2003), 19(3): 495-511

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