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Volumn 69, Issue 5, 2001, Pages 1381-1389

More results on the exact small sample properties of the instrumental variable estimator

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EID: 18744382211     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00247     Document Type: Article
Times cited : (26)

References (14)
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    • Bound, J.1    Jaeger, D.2    Baker, R.3
  • 2
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    • Fieller, E.C.1
  • 3
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    • The frequency distribution of the quotient of two normal variates
    • GEARY, R. C. (1930): "The Frequency Distribution of the Quotient of Two Normal Variates," Journal of the Royal Statistical Society, 93, 442-446.
    • (1930) Journal of the Royal Statistical Society , vol.93 , pp. 442-446
    • Geary, R.C.1
  • 4
    • 0000354596 scopus 로고
    • On the ratio of two correlated normal random variables
    • HINKLEY, D. V. (1969): "On the Ratio of Two Correlated Normal Random Variables," Biometrika, 56, 635-683.
    • (1969) Biometrika , vol.56 , pp. 635-683
    • Hinkley, D.V.1
  • 5
    • 85013913453 scopus 로고
    • On the exact small sample distribution of the instrumental variable estimator
    • MADDALA, G. S., and J. JEONG (1992): "On the Exact Small Sample Distribution of the Instrumental Variable Estimator," Econometrica, 46, 1251-1271.
    • (1992) Econometrica , vol.46 , pp. 1251-1271
    • Maddala, G.S.1    Jeong, J.2
  • 6
    • 33947547350 scopus 로고
    • Ratios of normal variables and the roots of sums of uniform variables
    • MARSAGLIA, G. (1965): "Ratios of Normal Variables and the Roots of Sums of Uniform Variables," Journal of the American Statistical Association, 60, 193-204.
    • (1965) Journal of the American Statistical Association , vol.60 , pp. 193-204
    • Marsaglia, G.1
  • 7
    • 0000878807 scopus 로고
    • The distribution of the instrumental variable estimator and its t-Ratio when the instrument is a poor one
    • NELSON, C. R., and R. STARTZ (1990a): "The Distribution of the Instrumental Variable Estimator and Its t-Ratio when the Instrument Is a Poor One," Journal of Business, 63 (Part 2), S125-S140.
    • (1990) Journal of Business , vol.63 , Issue.2 , pp. S125-S140
    • Nelson, C.R.1    Startz, R.2
  • 8
    • 0001357611 scopus 로고
    • Some further results on the small sample properties of the instrumental variable estimator
    • _ (1990b): "Some Further Results on the Small Sample Properties of the Instrumental Variable Estimator," Econometrica, 58, 967-976.
    • (1990) Econometrica , vol.58 , pp. 967-976
  • 9
    • 18744370626 scopus 로고
    • More on the exact small sample distribution of the instrumental variable estimator: A reply to maddala and jeong
    • University of Washington
    • _ (1990c): "More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong," University of Washington, Discussion Series #90-29.
    • (1990) Discussion Series , vol.90 , Issue.29
  • 10
    • 33645758201 scopus 로고
    • Exact small sample theory in the simultaneous equations model
    • ed. by Z. Griliches and M. D. Intriligator. Amsterdam: North Holland
    • PHILLIPS, P. C. B. (1983): "Exact Small Sample Theory in the Simultaneous Equations Model," in Handbook of Econometrics, Vol. II, ed. by Z. Griliches and M. D. Intriligator. Amsterdam: North Holland, 881-936.
    • (1983) Handbook of Econometrics , vol.2 , pp. 881-936
    • Phillips, P.C.B.1
  • 11
    • 84974291840 scopus 로고
    • Partially identified econometric models
    • _ (1989): "Partially Identified Econometric Models," Econometric Theory, 5, 181-240.
    • (1989) Econometric Theory , vol.5 , pp. 181-240
  • 12
    • 0000476011 scopus 로고
    • The exact sampling distribution of ordinary least squares and two-stage least squares estimators
    • SAWA, T. (1969): "The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators," Journal of the American Statistical Association, 64, 923-937.
    • (1969) Journal of the American Statistical Association , vol.64 , pp. 923-937
    • Sawa, T.1
  • 13
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variables regression with weak instruments
    • STAIGER, D., and J. H. STOCK (1997): "Instrumental Variables Regression with Weak Instruments, Econometrica, 65, 557-586.
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    • Staiger, D.1    Stock, J.H.2
  • 14
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    • Valid confidence intervals and inference in the presence of weak instruments
    • U. of Washington
    • ZIVOT, E., R. STARTZ, AND C. R. NELSON (1997): "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," U. of Washington, Discussion Series #97-17.
    • (1997) Discussion Series , vol.97 , Issue.17
    • Zivot, E.1    Startz, R.2    Nelson, C.R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.