Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

The exact sample distribution of the instrumental variable estimator is discussed. Distribution was found to be bimodal.

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Bibliographische Detailangaben
Veröffentlicht in:Econometrica 1990-07, Vol.58 (4), p.967-976
Hauptverfasser: Nelson, Charles R., Startz, Richard
Format: Artikel
Sprache:eng
Schlagworte:
Applications
Approximation
Bias
Density estimation
Econometrics
Estimators
Exact sciences and technology
Instrumental variables
Instrumental variables estimation
Least squares
Mass
Mathematical independent variables
Mathematics
Notes and Comments
Point estimators
Probability and statistics
Propensity to consume
Random variables
Samples
Sciences and techniques of general use
Statistical variance
Statistics
Variance analysis
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Beschreibung
Zusammenfassung:The exact sample distribution of the instrumental variable estimator is discussed. Distribution was found to be bimodal.
ISSN:0012-9682
1468-0262
DOI:10.2307/2938359