Bayesian model averaging in the instrumental variable regression model
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Cites work
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- scientific article; zbMATH DE number 5198649 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Bayesian Graphical Models for Discrete Data
- Bayesian Limited Information Analysis of the Simultaneous Equations Model
- Bayesian analysis of the error correction model
- Bayesian auxiliary variable models for binary and multinomial regression
- Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze
- Benchmark priors for Bayesian model averaging.
- Efficient posterior simulation for cointegrated models with priors on the cointegration space
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Marginal Likelihood from the Gibbs Output
- Monte Carlo strategies in scientific computing
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Statistical analysis of cointegration vectors
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The Estimation of Economic Relationships using Instrumental Variables
Cited in
(20)- A Bayesian approach to Mendelian randomisation with dependent instruments
- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity
- Instrumental variable model average with applications in Mendelian randomization
- Profile-likelihood Bayesian model averaging for two-sample summary data Mendelian randomization in the presence of horizontal pleiotropy
- A semi-parametric Bayesian approach to the instrumental variable problem
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
- Nonparametric instrument model averaging
- Invariant inference and efficient computation in the static factor model
- Reducing the state space dimension in a large TVP-VAR
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models
- Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
- Bayesian Instrumental Variables: Priors and Likelihoods
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
- Bayesian model averaging for dynamic panels with an application to a trade gravity model
- Bayesian and classical approaches to instrumental variable regression
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- Structural Equation Model Averaging: Methodology and Application
- scientific article; zbMATH DE number 6612020 (Why is no real title available?)
- Linear instrumental variables model averaging estimation
- Choosing between identification schemes in noisy-news models
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