Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
DOI10.1016/J.JECONOM.2006.05.015zbMATH Open1418.62471OpenAlexW2152388911WikidataQ108879705 ScholiaQ108879705MaRDI QIDQ277157FDOQ277157
Frank Kleibergen, Herman K. Van Dijk, Lennart F. Hoogerheide
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.015
Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
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Cited In (7)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
- Deep partial least squares for instrumental variable regression
- A semi-parametric Bayesian approach to the instrumental variable problem
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
- Using Secondary Outcomes to Sharpen Inference in Randomized Experiments With Noncompliance
- Semiparametric Bayes instrumental variable estimation with many weak instruments
- Bayesian Instrumental Variables: Priors and Likelihoods
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