Bayesian Instrumental Variables: Priors and Likelihoods

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A class of models for uncorrelated random variables
A semi-parametric Bayesian approach to the instrumental variable problem
A weakly informative default prior distribution for logistic and other regression models
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BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
Bayesian Density Estimation and Inference Using Mixtures
Bayesian Full Information Analysis of Simultaneous Equations
Bayesian Limited Information Analysis of the Simultaneous Equations Model
Bayesian Statistics and Marketing
Bayesian and classical approaches to instrumental variable regression
Bayesian model averaging in the instrumental variable regression model
Bayesian reduced rank regression in econometrics
Decision Theory Applied to an Instrumental Variables Model
Efficient posterior simulation for cointegrated models with priors on the cointegration space
Estimating a Product of Means: Bayesian Analysis with Reference Priors
Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
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
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
The horseshoe estimator for sparse signals
Weak Priors and Sharp Posteriors in Simultaneous Equation Models

Cited in

(11)

Bayesian instrumental variable estimation in linear measurement error models
Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
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 analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
A semi-parametric Bayesian approach to the instrumental variable problem
Bayesian and classical approaches to instrumental variable regression
Parameter orthogonalization and Bayesian inference with many instruments
Bayesian reconciliation of return predictability
Bayesian model averaging in the instrumental variable regression model

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