Bayesian model averaging in the instrumental variable regression model

Journal of Econometrics

Volumn 171, Issue 2, 2012, Pages 237-250

  Koop, Gary ^a   Leon Gonzalez, Roberto ^b   Strachan, Rodney ^c  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^b NATIONAL GRADUATE INSTITUTE FOR POLICY STUDIES   (Japan)

^c AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Bayesian; Endogeneity; Reversible jump Markov chain Monte Carlo; Simultaneous equations

Indexed keywords

BAYESIAN; BAYESIAN MODEL AVERAGING; ENDOGENEITY; INSTRUMENTAL VARIABLES; REGRESSION MODEL; REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO; REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO ALGORITHM; SIMULTANEOUS EQUATIONS; STANDARD MODEL; STATISTICAL PROBLEMS;

ALGORITHMS; BAYESIAN NETWORKS; REGRESSION ANALYSIS;

INSTRUMENTS;

EID: 84868207585     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.06.005     Document Type: Conference Paper

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