EconStor >
University of Oslo >
Department of Economics, University of Oslo >
Memorandum, Department of Economics, University of Oslo >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/63215
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorMehlum, Halvoren_US
dc.date.accessioned2012-09-20T13:18:18Z-
dc.date.available2012-09-20T13:18:18Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/63215-
dc.description.abstractI 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.en_US
dc.language.isoengen_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum, Department of Economics, University of Oslo 2004,03en_US
dc.subject.jelC30en_US
dc.subject.ddc330en_US
dc.subject.keywordInstrumenten_US
dc.subject.keywordvariableen_US
dc.subject.keywordestimatoren_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwTheorieen_US
dc.titleExact small sample properties of the instrumental variable estimator: A view from a different angleen_US
dc.typeWorking Paperen_US
dc.identifier.ppn37823708Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Memorandum, Department of Economics, University of Oslo

Files in This Item:
File Description SizeFormat
37823708X.pdf297.5 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.