Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/63215
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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.publisher|aDep. of Economics, Univ. of Oslo |cOsloen_US
dc.relation.ispartofseries|aMemorandum, Department of Economics, University of Oslo |x2004,03en_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

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