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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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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Mehlum, Halvor | | en_US |
| dc.date.accessioned | | 2012-09-20T13:18:18Z | | - |
| dc.date.available | | 2012-09-20T13:18:18Z | | - |
| dc.date.issued | | 2004 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/63215 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Dep. of Economics, Univ. of Oslo Oslo | | en_US |
| dc.relation.ispartofseries | | Memorandum, Department of Economics, University of Oslo 2004,03 | | en_US |
| dc.subject.jel | | C30 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Instrument | | en_US |
| dc.subject.keyword | | variable | | en_US |
| dc.subject.keyword | | estimator | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Exact small sample properties of the instrumental variable estimator: A view from a different angle | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 37823708X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Memorandum, Department of Economics, University of Oslo
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