Two-stage Bayesian model averaging in endogenous variable models
Alex Lenkoski, Theo S. Eicher, and Adrian E. Raftery
| Year of publication: |
2014
|
|---|---|
| Authors: | Lenkoski, Alex ; Eicher, Theo S. ; Raftery, Adrian E. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 1/4, p. 122-151
|
| Subject: | Bayesian Model Averaging | Endogeneity | Instrumental variables | Posterior Predictive P-Values | Bayes-Statistik | Bayesian inference | Theorie | Theory | IV-Schätzung | Statistische Methodenlehre | Statistical theory | Prognoseverfahren | Forecasting model |
| 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/10010358357