Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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Publication:3349840
DOI10.2307/2938359zbMath0727.62109OpenAlexW1967777997MaRDI QIDQ3349840
Charles R. Nelson, Richard Startz
Publication date: 1990
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0068.pdf
asymptotic distributionasymptotic approximationasymptotic varianceordinary least squares estimatorinstrumental variable estimatorcentral tendencyexact small sample distribution
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15)
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