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More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
Author(s) -
Woglom Geoffrey
Publication year - 2001
Publication title -
econometrica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 16.7
H-Index - 199
eISSN - 1468-0262
pISSN - 0012-9682
DOI - 10.1111/1468-0262.00247
Subject(s) - instrumental variable , estimator , citation , sample (material) , library science , mathematical economics , statistics , econometrics , computer science , mathematics , physics , thermodynamics
at the University of the Western Cape. Thanks to my colleague Steven Rivkin and a generous referee; remaining errors are my own.