Bayesian analysis of instrumental variable models: The potential of direct Monte Carlo
| Year of publication: |
2012
|
|---|---|
| Authors: | Zellner, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K. |
| Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
| Subject: | Instrumentalvariablen-Schätzmethode | Bayes-Statistik | Monte-Carlo-Methode | Prognoseverfahren | Theorie | Instrumental variables | Bayesian inference | Direct Monte Carlo | Acceptance-Rejection | Numerical standard errors |
| Series: | Tinbergen Institute Discussion Paper ; 12-095/III |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 769989411 [GVK] hdl:10419/87517 [Handle] RePEc:dgr:uvatin:20120095 [RePEc] |
| Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; c26 ; c36 |
| Source: |
Persistent link: https://www.econbiz.de/10010326499