Parameter orthogonalization and Bayesian inference with many instruments

DOI10.1016/J.ECONLET.2011.03.033MaRDI QIDQ2275668zbMATH OpenOpenAlexFDO

Authors Jinyong Hahn, Karsten Hansen

Publication date 9 August 2011

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2011.03.033

zbMATH Keywords

LIMLorthogonalization

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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• Weak Priors and Sharp Posteriors in Simultaneous Equation Models

Cited in

(3)

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• OPTIMAL INFERENCE WITH MANY INSTRUMENTS
• Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments

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