Bayesian model averaging in the instrumental variable regression model
type: Item
instance of: scholarly article
title: Bayesian model averaging in the instrumental variable regression model
zbMATH Open document ID: 1443.62479
author: Roberto Leon-Gonzalez
author: Gary Koop
author: Rodney W. Strachan
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: http://hdl.handle.net/1885/38039
full work available at URL: S0304407612001522
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6714791
zbMATH Keywords: Bayesian
zbMATH Keywords: endogeneity
zbMATH Keywords: simultaneous equations
zbMATH Keywords: reversible jump Markov chain Monte Carlo
MaRDI profile type: Publication
OpenAlex ID: W1485526600
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DOI: 10.1016/J.JECONOM.2012.06.005
description: scientific article; zbMATH DE number 6714791