A General Approximation to the Distribution of Instrumental Variables Estimates

1 January 1971

journal article
Published by JSTOR in Econometrica

Vol. 39 (1) , 131
https://doi.org/10.2307/1909145

Abstract

This paper develops approximations of the Gram-Charlier type to the cumulative distribution function of the instrumental variables estimator on classical assump...

Keywords

INSTRUMENTAL VARIABLES
GENERAL APPROXIMATION
VARIABLES ESTIMATES
DISTRIBUTION OF INSTRUMENTAL

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