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.
- Language
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Englisch
- Bibliographic citation
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Series: Memorandum ; No. 2004,03
- Classification
-
Wirtschaft
Multiple or Simultaneous Equation Models; Multiple Variables: General
- Subject
-
Instrument
variable
estimator
Schätztheorie
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Mehlum, Halvor
- Event
-
Veröffentlichung
- (who)
-
University of Oslo, Department of Economics
- (where)
-
Oslo
- (when)
-
2004
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Mehlum, Halvor
- University of Oslo, Department of Economics
Time of origin
- 2004
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