Bayesian and classical approaches to instrumental variable regression
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Cited in
(26)- A naïve sticky information model of households' inflation expectations
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- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
- Parameter orthogonalization and Bayesian inference with many instruments
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- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
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- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- A semi-parametric Bayesian approach to the instrumental variable problem
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- Regressor and random‐effects dependencies in multilevel models
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- Bayesian Instrumental Variables: Priors and Likelihoods
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- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
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