Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/63215 
Kompletter Metadatensatz
DublinCore-FeldWertSprache
dc.contributor.authorMehlum, Halvoren
dc.date.accessioned2012-09-20T13:18:18Z-
dc.date.available2012-09-20T13:18:18Z-
dc.date.issued2004-
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
dc.language.isoengen
dc.publisher|aUniversity of Oslo, Department of Economics |cOsloen
dc.relation.ispartofseries|aMemorandum |x2004,03en
dc.subject.jelC30en
dc.subject.ddc330en
dc.subject.keywordInstrumenten
dc.subject.keywordvariableen
dc.subject.keywordestimatoren
dc.subject.stwSchätztheorieen
dc.subject.stwTheorieen
dc.titleExact small sample properties of the instrumental variable estimator: A view from a different angle-
dc.typeWorking Paperen
dc.identifier.ppn37823708Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

Datei(en):
Datei
Größe
297.5 kB





Publikationen in EconStor sind urheberrechtlich geschützt.