Bayesian factor model shrinkage for linear IV regression with many instruments
P. Richard Hahn, Jingyu He, Hedibert Lopes
| Year of publication: |
Apri 2018
|
|---|---|
| Authors: | Hahn, P. Richard ; He, Jingyu ; Lopes, Hedibert Freitas |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 2, p. 278-287
|
| Subject: | Bayesian econometrics | Horseshoe prior | Instrumental variables | Slice sampler | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | IV-Schätzung | Ökonometrie | Econometrics | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1172968 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011894982