Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
Year of publication: |
2011-09-27
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Authors: | Zellner, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart ; Dijk, Herman K. van |
Institutions: | Tinbergen Instituut |
Subject: | Instrumental Variables | Errors in Variables | Simultaneous Equations Model | Bayesian estimation | Direct Monte Carlo | Hybrid Mixture Sampling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 11-137/4 |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; c36 |
Source: |
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Zellner, Arnold, (2011)
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Zellner, Arnold, (2011)
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Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Zellner, Arnold (posthumously), (2012)
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Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Zellner, Arnold, (2012)
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Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo
Zellner, Arnold, (2012)
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Zellner, Arnold, (2011)
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