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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
HOOGERHEIDE, Lennart F.; KAASHOEK, Johan F.; DIJK, … - Center for Operations Research and Econometrics (CORE), … - 2005
Likelihoods and posteriors of instrumental variable regression models with strong endogeneity and/or weak instruments may exhibit rather non-elliptical contours in the parameter space. This may seriously affect inference based on Bayesian credible sets. When approximating such contours using...
Persistent link: https://www.econbiz.de/10005043139
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
HOOGERHEIDE, Lennart F.; KAASHOEK, Johan F.; DIJK, … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675207
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Functional approximations to posterior densities : a neural network approach to efficient sampling
Hoogerheide, Lennart F. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783454
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Neural network approximations to posterior densities : an analytical approach
Hoogerheide, Lennart F. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903054
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Neural network based approximations to posterior densities : a class of flexible sampling methods with applications to reduced rank models
Hoogerheide, Lennart F. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056010
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networks
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10003516747
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On the Shape of Posterior Densities and Credible Sets in Instrumental Variable Regression Models with Reduced Rank : An Application of Flexible Sampling Methods Using Neural Networks
Hoogerheide, Lennart F. - 2006
Likelihoods and posteriors of instrumental variable regression models with strong endogeneity and/or weak instruments may exhibit rather non-elliptical contours in the parameter space. This may seriously affect inference based on Bayesian credible sets. When approximating such contours using...
Persistent link: https://www.econbiz.de/10012734627
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of Econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10005228764