Pages that link to "Item:Q1870095"

The following pages link to Bayesian and classical approaches to instrumental variable regression (Q1870095):

Displaying 11 items.

• Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238) (← links)
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
• A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
• Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling (Q737913) (← links)
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
• A naïve sticky information model of households' inflation expectations (Q1042358) (← links)
• Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. (Q1867741) (← links)
• Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
• Regressor and random‐effects dependencies in multilevel models (Q4821763) (← links)