VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
这篇纪念文章讨论了丹尼斯·萨根在计量经济学中的学术影响及其对未来发展的远见，重点回顾了他在有限样本理论和渐近展开方面的贡献，并给出了萨根型埃奇沃思展开的显式表示。
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.Parts of Section 1 were presented in March 2002 in the author's Sargan Lecture at the Royal Economics Society Conference, Warwick, UK. My thanks go to John Chao, David Hendry, Essie Maasoumi, Peter Robinson, and Katsumi Shimotsu for helpful comments on the original version of this paper. I learned the Chinese saying that heads this article from Sainan Jin. Thanks also go to the NSF for research support under grant SES 00-92509.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.—Chinese saying