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Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

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NBER1988-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0068
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资源简介:
New results on the exact small sample distribution of the instrumental variable estimator are presented by studying an important special case. The exact closed forms for the probability density and cumulative distribution functions are given. There are a number of surprising findings. The small
提供机构:
美国国家经济研究局
创建时间:
1988-09-01
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