Bayesian and classical approaches to instrumental variable regression

DOI10.1016/S0304-4076(02)00219-1zbMath1014.62033OpenAlexW2158535609MaRDI QIDQ1870095

Frank Kleibergen, Eric Zivot

Publication date: 4 May 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00219-1

zbMATH Keywords

posterior distributionsinstrumental variablesweak instrumentsdiffuse priorsreduced rank

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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