Bayesian Instrumental Variables: Priors and Likelihoods

DOI10.1080/07474938.2013.807146zbMath1491.62244OpenAlexW2047989136MaRDI QIDQ5080439

Hedibert Freitas Lopes, Nicholas G. Polson

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.409.3040

zbMATH Keywords

Bayesian learningerrors-in-variablesCholesky decompositionfat tailsinverted WishartAngrist-Krueger datademand for cigarettesIV regression

Mathematics Subject Classification ID

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

Related Items

Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models

Uses Software

• bayesm

Cites Work

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