Hierarchical Bayes Models with Many Instrumental Variables.

In this paper, we explore Bayesian inference in models with many instrumental variables that are potentially weakly correlated with the endogenous regressor. The prior distribution has a hierarchical (nested) structure.

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Year of publication:	1996
Authors:	Chamberlain, G ; Imbens, G-W
Institutions:	Harvard Institute of Economic Research (HIER), Department of Economics
Subject:	STATISTICS

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Series:	Harvard Institute of Economic Research Working Papers.
Type of publication:	Book / Working Paper
Notes:	26 pages
Classification:	C11 - Bayesian Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005256032