Bayesian analysis of instrumental variable models: The potential of direct Monte Carlo - Arnold Zellner; Tomohiro Ando; Nalan Basturk; Lennart Hoogerheide; Herman K. van Dijk (Tinbergen Institute, 2012)
Keywords: C11; C15; C26; C36; 330; Instrumental variables; Bayesian inference; Direct Monte Carlo; Acceptance-Rejection; Numerical standard errors; Instrumentalvariablen-Schätzmethode; Bayes-Statistik; Monte-Carlo-Methode; Prognoseverfahren; Theorie