Exact sampling distribution of the omitted variable estimator |
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Authors: | Terrence Kinal Kajal Lahiri |
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Institution: | State University of New York at Albany, Albany, NY 12222, USA |
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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. |
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Keywords: | |
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