Bayesian model averaging in the instrumental variable regression model

DOI10.1016/j.jeconom.2012.06.005zbMath1443.62479OpenAlexW1485526600MaRDI QIDQ528106

Roberto Leon-Gonzalez, Gary Koop, Rodney W. Strachan

Publication date: 12 May 2017

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

Full work available at URL: http://hdl.handle.net/1885/38039

zbMATH Keywords

endogeneitysimultaneous equationsBayesianreversible jump Markov chain Monte Carlo

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Monte Carlo methods (65C05)

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