Bayesian endogeneity bias modeling

DOI10.1016/J.ECONLET.2013.10.034MaRDI QIDQ2016001zbMATHOpenAlexFDO

Authors Gabriel Montes-Rojas, Antonio F. Galvao

Publication date 18 June 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/12024/7/WP%20MontesRojas-Galvao2013.pdf

zbMATH Keywords

endogeneityridge regressionshrinkagemethod of moments

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3874460 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Econometric analysis of cross section and panel data.
• Estimating Production Functions Using Inputs to Control for Unobservables
• Estimating a class of triangular simultaneous equations models without exclusion restrictions
• On estimating firm-level production functions using proxy variables to control for unobservables
• Penalized quantile regression for dynamic panel data
• The Dynamics of Productivity in the Telecommunications Equipment Industry

Cited in

(6)

• Endogenous productivity: a new Bayesian perspective
• The determinants of cumulative endogeneity bias in multivariate analysis
• Bayesian analysis of the ordered probit model with endogenous selection
• Two-Stage Bayesian Model Averaging in Endogenous Variable Models
• Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
• Endogeneity bias modeling using observables

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