Bayesian IV: the normal case with multiple endogenous variables

We set out a Gibbs sampler for the linear instrumental-variable model withnormal errors and normal priors, and we show how to compute the marginallikelihood.

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Year of publication:	2012-09-01
Authors:	Cogley, Timothy ; Startz, Richard
Institutions:	Department of Economics, University of California-Santa Barbara (UCSB)
Subject:	Social and Behavioral Sciences \| instrumental variables \| bayesian \| gibbs sampling

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Extent:	application/pdf
Series:	University of California at Santa Barbara, Economics Working Paper Series.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Departmental Working Papers
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010678009