BAYESIAN ANALYSIS OF INSTRUMENTAL VARIABLE MODELS: ACCEPTANCE-REJECTION WITHIN DIRECT MONTE CARLO

Autor: Herman K. van Dijk, Tomohiro Ando, Arnold Zellner, Nalan Basturk, Lennart F. Hoogerheide

Publikováno v: Econometric Reviews, 33(1-4), 3-35. Taylor & Francis Ltd
Econometric Reviews, 33(1-4), 3-35. Taylor and Francis Ltd.
Zellner, A, Ando, T, Basturk, N, Hoogerheide, L F & van Dijk, H K 2014, ' Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo ', Econometric Reviews, vol. 33, no. 1-4, pp. 3-35 . https://doi.org/10.1080/07474938.2013.807094
Econometric Reviews, 33(1-4), 3-35. Routledge/Taylor & Francis Group

We discuss bayesian inferential procedures within the family of instrumental variables regression models and focus on two issues: existence conditions for posterior moments of the parameters of interest under a flat prior and the potential of direct

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eee30cbd2a28fe916dbaf28041577130
https://doi.org/10.1080/07474938.2013.807094

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo

Autor: Zellner, A., Ando, T., Basturk, N., Lennart Hoogerheide, Dijk, H. K.

Publikováno v: Zellner, A, Ando, T, Basturk, N, Hoogerheide, L F & van Dijk, H K 2012 ' Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo ' TI Discussion Paper, no. 12-098/III, Tinbergen Institute, Amsterdam . < http://www.tinbergen.nl/discussionpapers/12098.pdf >
Vrije Universiteit Amsterdam

We discuss Bayesian inferential procedures within the family of instrumental variables regression models and focus on two issues: existence conditions for posterior moments of the parameters of interest under a flat prior and the potential of Direct

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1c67b1be6ff76388cbd5c2bc3ac37e45
https://hdl.handle.net/10419/87372