Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
DOI10.1080/07474938.2013.807094zbMATH Open1491.62271OpenAlexW2161926575MaRDI QIDQ5080436FDOQ5080436
Authors: Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart F. Hoogerheide, Herman K. Van Dijk 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1765/73371
Recommendations
- Bayesian model averaging in the instrumental variable regression model
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- A semi-parametric Bayesian approach to the instrumental variable problem
- Bayesian Instrumental Variables: Priors and Likelihoods
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
acceptance-rejectionBayesian inferenceinstrumental variablesdirect Monte Carlonumerical standard errors
Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Monte Carlo strategies in scientific computing
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques
- Contemporary Bayesian Econometrics and Statistics
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
- Bayesian Limited Information Analysis of the Simultaneous Equations Model
- Bayesian regression analysis using poly-t densities
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- Title not available (Why is that?)
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- A semi-parametric Bayesian approach to the instrumental variable problem
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆
Cited In (6)
- Bayesian estimation of nonlinear equilibrium models with random coefficients
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- Bayesian reconciliation of return predictability
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions
- Sequentially adaptive Bayesian learning algorithms for inference and optimization
- Bayesian Instrumental Variables: Priors and Likelihoods
This page was built for publication: Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5080436)
