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Two-Stage Bayesian Model Averaging in Endogenous Variable Models()

Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS) estimator. By constructing a Two-Stage Unit Information Pri...

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Detalhes bibliográficos
Main Authors: Lenkoski, Alex, Eicher, Theo S., Raftery, Adrian E.
Formato: Artigo
Idioma:Inglês
Publicado em: 2013
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3817831/
https://ncbi.nlm.nih.gov/pubmed/24223471
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/07474938.2013.807150
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