Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (Q3349840)
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scientific article; zbMATH DE number 4201449
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| English | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
scientific article; zbMATH DE number 4201449 |
Statements
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (English)
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1990
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exact small sample distribution
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instrumental variable estimator
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asymptotic distribution
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central tendency
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ordinary least squares estimator
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asymptotic variance
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asymptotic approximation
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0.89401984
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0.89348197
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0.85699534
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