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Hierarchical Bayes Models with Many Instrumental Variables

Chamberlain, Gary - 1996

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. We apply the methods to the Angrist-Krueger (AK, 1991) analysis of returns...

Persistent link: https://www.econbiz.de/10012473098

Heterogeneity, comitted variable bias and duration dependence

Chamberlain, Gary - 1979

Persistent link: https://www.econbiz.de/10001534217

Hierarchical bayes models with many instrumental variables

Chamberlain, Gary; Imbens, Guido - 1996

Persistent link: https://www.econbiz.de/10000949588

Hierarchical Bayes models with many instrumental variables

Chamberlain, Gary; Imbens, Guido - 1996

Persistent link: https://www.econbiz.de/10001590475

Random effects estimators with many instrumental variables

Chamberlain, Gary; Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 1, pp. 295-306

Persistent link: https://www.econbiz.de/10001920487

Hierarchical Bayes Models with Many Instrumental Variables

Chamberlain, Gary; Imbens, Guido - 2021

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. We apply the methods to the Angrist-Krueger (AK, 1991) analysis of returns...

Persistent link: https://www.econbiz.de/10013218446

Elasticities of substitution in real business cycle models with home production

Campbell, John Y. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001511621

Topics in empirical international economics : a festschrift in honor of Robert E. Lipsey

Blomström, Magnus (ed.); Lipsey, Robert E. (honouree); … - 2001

Persistent link: https://www.econbiz.de/10001511918

Monetary policy rules : [papers based on the National Bureau of Economic Research Conference on Research in Business Cycles, held at Stanford University, 1998]

Taylor, John B. (ed.) - 2001 - Paperback ed.

Persistent link: https://www.econbiz.de/10001535296

Monetary policy rules

Taylor, John B. (ed.) - 1999

Persistent link: https://www.econbiz.de/10001353848

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