Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data

DOI10.1016/J.JECONOM.2006.05.015MaRDI QIDQ277157zbMATH OpenOpenAlexWikidataFDO

Authors Frank Kleibergen, Lennart F. Hoogerheide, Herman K. Van Dijk

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

zbMATH Keywords

Bayesian analysisinstrumental variablesnatural conjugate priorrank reduction

Mathematics Subject Classification ID

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

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Cited in

(8)

• 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
• A Bayesian approach for instrumental variable analysis with censored time-to-event outcome
• Semiparametric Bayes instrumental variable estimation with many weak instruments
• Bayesian Instrumental Variables: Priors and Likelihoods

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