Arbeitspapier
Exact small sample properties of the instrumental variable estimator: A view from a different angle
I derive the exact small sample properties of the instrumental variables estimator using a trigonometric approach. The distribution for the estimation error is decomposed into a product of three components - each with an intuitive interpretation. This approach helps the discussion on what underlies the exact shape of the estimator’s distribution and in particular the possibility of a bimodal distribution.
- Sprache
-
Englisch
- Erschienen in
-
Series: Memorandum ; No. 2004,03
- Klassifikation
-
Wirtschaft
Multiple or Simultaneous Equation Models; Multiple Variables: General
- Thema
-
Instrument
variable
estimator
Schätztheorie
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Mehlum, Halvor
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Oslo, Department of Economics
- (wo)
-
Oslo
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Mehlum, Halvor
- University of Oslo, Department of Economics
Entstanden
- 2004
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