Bayesian nonparametric instrumental variables regression based on penalized splines and Dirichlet process mixtures
Manuel Wiesenfarth; Carlos Matías Hisgen; Thomas Kneib; Carmen Cadarso-Suarez
| Year of publication: |
2014
|
|---|---|
| Authors: | Wiesenfarth, Manuel ; Hisgen, Carlos Matías ; Kneib, Thomas ; Cadarso-Suarez, Carmen |
| 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. 32.2014, 3, p. 468-482
|
| Subject: | Endogeneity | Markov chain Monte Carlo methods | Simultaneous credible bands | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Bayes-Statistik | Bayesian inference | IV-Schätzung | Instrumental variables |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010488460