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

Author:

Hoogerheide Lennart F.,Kaashoek Johan F.,van Dijk Herman K.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference50 articles.

1. Does compulsory school attendance affect schooling and earnings?;Angrist;Quarterly Journal of Economics,1991

2. Bayesian limited information analysis revisited;Bauwens,1990

3. Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods;Bauwens;Journal of Econometrics,2004

4. Statistical Decision Theory and Bayesian Analysis;Berger,1985

5. Daily exchange rate behaviour and hedging of currency risk;Bos;Journal of Applied Econometrics,2000

Cited by 72 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View;Studies in Nonlinear Dynamics & Econometrics;2024-03-12

2. Bayesian Reconciliation of Return Predictability;Studies in Nonlinear Dynamics & Econometrics;2023-12-25

3. Instrumental Variables Estimation without Outside Instruments;Journal of Quantitative Economics;2022-04-15

4. Compound distributions for financial returns;PLOS ONE;2020-10-02

5. Newspapers' Content Policy and the Effect of Paywalls on Pageviews;Journal of Interactive Marketing;2020-02

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3