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Hierarchical bayes models with many instrumental variables
Chamberlain, Gary; Imbens, Guido - 1996
Persistent link: https://www.econbiz.de/10000949588
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Hierarchical Bayes models with many instrumental variables
Chamberlain, Gary; Imbens, Guido - 1996
Persistent link: https://www.econbiz.de/10001590475
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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
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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
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Comment on "Decision theory applied to an instrumental variables model"
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1565
Persistent link: https://www.econbiz.de/10003797082
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Decision theory applied to an instrumental variables model
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 3, pp. 609-652
Persistent link: https://www.econbiz.de/10003473289
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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