Bayesian endogeneity bias modeling
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DOI: 10.1016/j.econlet.2013.10.034
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- Montes-Rojas, G. & Galvao Jr, A. F., 2013. "Bayesian Endogeneity Bias Modeling," Working Papers 13/09, Department of Economics, City University London.
References listed on IDEAS
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- Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017. "Endogeneity bias modeling using observables," Economics Letters, Elsevier, vol. 152(C), pages 41-45.
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More about this item
Keywords
Endogeneity; Shrinkage; Ridge regression; Method of moments;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
Statistics
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