Exact sampling distribution of the omitted variable estimator

Terrence Kinal; Kajal Lahiri

doi:10.1016/0165-1765(81)90004-5

Exact sampling distribution of the omitted variable estimator

Terrence Kinal
, Kajal Lahiri

Economics

University at Albany

SUNY Albany

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

In the context of stochastic regressors, the exact sampling distribution of the omitted variable estimator is derived. The result is then used for comparison with the non-stochastic case.

Original language	English
Pages (from-to)	121-127
Number of pages	7
Journal	Economics Letters
Volume	8
Issue number	2
DOIs	https://doi.org/10.1016/0165-1765(81)90004-5
State	Published - 1981

Access to Document

10.1016/0165-1765(81)90004-5

Cite this

@article{2869efe212b64bf2b1d8223d59f8da37,

title = "Exact sampling distribution of the omitted variable estimator",

abstract = "In the context of stochastic regressors, the exact sampling distribution of the omitted variable estimator is derived. The result is then used for comparison with the non-stochastic case.",

author = "Terrence Kinal and Kajal Lahiri",

year = "1981",

doi = "10.1016/0165-1765(81)90004-5",

language = "English",

volume = "8",

pages = "121--127",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Exact sampling distribution of the omitted variable estimator

AU - Kinal, Terrence

AU - Lahiri, Kajal

PY - 1981

Y1 - 1981

N2 - In the context of stochastic regressors, the exact sampling distribution of the omitted variable estimator is derived. The result is then used for comparison with the non-stochastic case.

AB - In the context of stochastic regressors, the exact sampling distribution of the omitted variable estimator is derived. The result is then used for comparison with the non-stochastic case.

UR - https://www.scopus.com/pages/publications/0542365864

U2 - 10.1016/0165-1765(81)90004-5

DO - 10.1016/0165-1765(81)90004-5

M3 - Article

SN - 0165-1765

VL - 8

SP - 121

EP - 127

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Exact sampling distribution of the omitted variable estimator

Abstract

Access to Document

Other files and links

Fingerprint

Cite this