Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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Publication:3349840
DOI10.2307/2938359zbMath0727.62109MaRDI 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 distribution; asymptotic approximation; asymptotic variance; ordinary least squares estimator; instrumental variable estimator; central tendency; exact small sample distribution
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62F10: Point estimation
62E15: Exact distribution theory in statistics
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