Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - Tinbergen Instituut - 2012
This discussion paper resulted in a publication in <I>Econometric Reviews</I>. Vol. 33(1-4), 3-35.<P> 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...</p></i>