Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data

DOI10.1016/j.jeconom.2006.05.015zbMath1418.62471OpenAlexW2152388911WikidataQ108879705 ScholiaQ108879705MaRDI QIDQ277157

Frank Kleibergen, Hermann K. Van Dijk, Lennart F. Hoogerheide

Publication date: 4 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.015

zbMATH Keywords

Bayesian analysisinstrumental variablesnatural conjugate priorrank reduction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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