Bayesian Model Averaging in the Instrumental Variable Regression Model
Year of publication: |
2011-01
|
---|---|
Authors: | Koop, Gary ; Leon-Gonzalez, Roberto ; Strachan, Rodney |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Bayesian | endogeneity | simultaneous equations | reversible jump Markov chain Monte Carlo |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Forthcoming in the Journal of Econometrics |
Classification: | C11 - Bayesian Analysis ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
-
Bayesian model averaging in the instrumental variable regression model
Koop, Gary, (2012)
-
Bayesian Model Averaging in the Instrumental Variable Regression Model*
Koop, Gary, (2011)
-
Bayesian Model Averaging in the Instrumental Variable Regression Model
Koop, Gary, (2011)
- More ...
-
Bayesian Inference in a Cointegrating Panel Data Model
Koop, Gary, (2007)
-
Chan, Joshua C.C., (2010)
-
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
Koop, Gary, (2008)
- More ...