On the relevance of finite sample distribution theory
探讨有限样本分布理论在应用计量经济学中的实际价值，指出其受限于抽样误差次要性、结果依赖未知参数及需额外分布假设，但简要提及对联立方程估计量的有用信息。
Abstract The implications of finite sample distribution theory for applied econometrics are explored. In general, its relevance is limited by three considerations: (i) sampling errors are of secondary importance in practice, (ii) exact and approximate results depend on the unknown structural parameters of the problem, and (iii) results more accurate than the limiting distribution require further distributional assumptions about some unobservable. Despite these difficulties, some useful information simultaneous equations estimators are sketched. Keywords: Distribution TheoryAsymptotic Distribution TheoryEdgeworth ExpansionsEconometric Theory