Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments

DOI10.1080/07350015.2016.1172968MaRDI QIDQ6623181zbMATH OpenFDO

Authors P. Richard Hahn, Jingyu He, Hedibert F. Lopes

Publication date 23 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2016.1172968

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(2)

• Bayesian instrumental variable estimation in linear measurement error models
• Bayesian clustering factor models

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