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Memorandum, Department of Economics, University of Oslo >
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http://hdl.handle.net/10419/63215
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| Title: | | Exact small sample properties of the instrumental variable estimator: A view from a different angle  |
| Authors: | | Mehlum, Halvor |
| Issue Date: | | 2004 |
| Series/Report no.: | | Memorandum, Department of Economics, University of Oslo 2004,03 |
| Abstract: | | 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. |
| Subjects: | | Instrument variable estimator |
| JEL: | | C30 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Memorandum, Department of Economics, University of Oslo
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