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Bayesian analysis of instrumental variable models: The potential of direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10010326499
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Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2011
A Direct Monte Carlo (DMC) approach is introduced for posterior simulation in theInstrumental Variables (IV) model with one possibly endogenous regressor, multipleinstruments and Gaussian errors under a flat prior. This DMC method can also beapplied in an IV model (with one or multiple...
Persistent link: https://www.econbiz.de/10010326547
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Comments on "Limits of Econometrics" by David Freedman
Zellner, Arnold - In: International Econometric Review (IER) 1 (2009) 1, pp. 28-32
Persistent link: https://www.econbiz.de/10012610923