This may not be the forum for this- perhaps Cross- Validated, but I don't have a Stata question as much as I have a stats question.

Whenever I read fancy papers in Journal of the American Statistical Association or Journal of Econometrics or similar outlets, I frequently hear of things like "finite sample analysis" or "asymptomatic analysis". And I know what they are, they're essentially tests or processes we go about to uncover qualitative info about quantitative estimators.

But even so, I've never done this. They CERTAINLY have never taught us this in my graduate courses in political science, and I'll bet my next three paychecks that my current Ph.D program in public policy won't have such classes.

I wanna be an applied econometrician, but I also wanna have a strong mathematical background on what I do too. Does anyone know of any resources, textbooks perhaps, which go over asymptomatic analysis/finite sample analysis? I'd like to learn more about it, if possible.