On the Geometry of the Instrumental Variable Estimator
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.2009.00552.x/fullpdf
Reference6 articles.
1. ‘On the exact small sample distribution of the instrumental variable estimator’;Maddala;Econometrica,1992
2. ‘Ratios of normal variables and the roots of sums of uniform variables’;Marsaglia;Journal of the American Statistical Association,1965
3. ‘Some further results on the small sample properties of the instrumental variable estimator’;Nelson;Econometrica,1990
4. ‘A geometrical analysis of the frequency distribution of the ratio between two variables’;Nicholson;Biometrika,1941
5. Chapter 8 Exact small sample theory in the simultaneous equations model
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