Bayesian model averaging in the instrumental variable regression model
From MaRDI portal
Publication:528106
DOI10.1016/J.JECONOM.2012.06.005zbMATH Open1443.62479OpenAlexW1485526600MaRDI QIDQ528106FDOQ528106
Authors: Roberto Leon-Gonzalez, Gary Koop, Rodney W. Strachan 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/38039
Recommendations
- Linear instrumental variables model averaging estimation
- Bayesian Instrumental Variables: Priors and Likelihoods
- Bayesian and classical approaches to instrumental variable regression
- A semi-parametric Bayesian approach to the instrumental variable problem
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
Bayesian inference (62F15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)
Cites Work
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Title not available (Why is that?)
- Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze
- Marginal Likelihood from the Gibbs Output
- The Estimation of Economic Relationships using Instrumental Variables
- Title not available (Why is that?)
- Bayesian Graphical Models for Discrete Data
- Title not available (Why is that?)
- Title not available (Why is that?)
- Monte Carlo strategies in scientific computing
- Bayesian auxiliary variable models for binary and multinomial regression
- 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
- Statistical analysis of cointegration vectors
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Benchmark priors for Bayesian model averaging.
- Title not available (Why is that?)
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Title not available (Why is that?)
- Bayesian Limited Information Analysis of the Simultaneous Equations Model
- A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping
- Bayesian analysis of the error correction model
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- Efficient posterior simulation for cointegrated models with priors on the cointegration space
Cited In (20)
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- Structural Equation Model Averaging: Methodology and Application
- Bayesian model averaging for dynamic panels with an application to a trade gravity model
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
- Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
- Linear instrumental variables model averaging estimation
- A semi-parametric Bayesian approach to the instrumental variable problem
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
- Bayesian and classical approaches to instrumental variable regression
- 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
- Title not available (Why is that?)
- Nonparametric instrument model averaging
- Invariant inference and efficient computation in the static factor model
- Reducing the state space dimension in a large TVP-VAR
- Choosing between identification schemes in noisy-news models
- Bayesian Instrumental Variables: Priors and Likelihoods
This page was built for publication: Bayesian model averaging in the instrumental variable regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q528106)
