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The top documents tagged [variance of b]
04-KO-ASM-PManual-Section4
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Christopher Dougherty EC220 - Introduction to econometrics (chapter 8) Slideshow: asymptotic and finite-sample distributions of the iv estimator Original
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Christopher Dougherty EC220 - Introduction to econometrics (chapter 6) Slideshow: variable misspecification ii: inclusion of an irrelevant variable Original
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ASYMPTOTIC AND FINITE-SAMPLE DISTRIBUTIONS OF THE IV ESTIMATOR 1 The asymptotic variance of the IV estimator is given by the expression shown. It is the
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