Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments

DOI10.1080/07350015.2016.1172968zbMath1547.62746MaRDI QIDQ6623181

P. Richard Hahn, Jingyu He, Hedibert Freitas Lopes

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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