BAYESIAN ANALYSIS OF INSTRUMENTAL VARIABLE MODELS: ACCEPTANCE-REJECTION WITHIN DIRECT MONTE CARLO

Arnold Zellner, Tomohiro Ando, Nalan Basturk, Lennart Hoogerheide, Herman K. van Dijk

    Research output: Contribution to journalArticleAcademicpeer-review

    3 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)3-35
    JournalEconometric Reviews
    Volume33
    Issue number1-4
    DOIs
    Publication statusPublished - 10 Feb 2014

    Keywords

    • Acceptance-Rejection
    • Bayesian inference
    • Direct Monte Carlo
    • Instrumental variables
    • Numerical standard errors

    Cite this

    Zellner, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K. / BAYESIAN ANALYSIS OF INSTRUMENTAL VARIABLE MODELS: ACCEPTANCE-REJECTION WITHIN DIRECT MONTE CARLO. In: Econometric Reviews. 2014 ; Vol. 33, No. 1-4. pp. 3-35.
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    keywords = "Acceptance-Rejection, Bayesian inference, Direct Monte Carlo, Instrumental variables, Numerical standard errors",
    author = "Arnold Zellner and Tomohiro Ando and Nalan Basturk and Lennart Hoogerheide and {van Dijk}, {Herman K.}",
    year = "2014",
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    BAYESIAN ANALYSIS OF INSTRUMENTAL VARIABLE MODELS: ACCEPTANCE-REJECTION WITHIN DIRECT MONTE CARLO. / Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.

    In: Econometric Reviews, Vol. 33, No. 1-4, 10.02.2014, p. 3-35.

    Research output: Contribution to journalArticleAcademicpeer-review

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    AU - Zellner, Arnold

    AU - Ando, Tomohiro

    AU - Basturk, Nalan

    AU - Hoogerheide, Lennart

    AU - van Dijk, Herman K.

    PY - 2014/2/10

    Y1 - 2014/2/10

    KW - Acceptance-Rejection

    KW - Bayesian inference

    KW - Direct Monte Carlo

    KW - Instrumental variables

    KW - Numerical standard errors

    U2 - 10.1080/07474938.2013.807094

    DO - 10.1080/07474938.2013.807094

    M3 - Article

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    EP - 35

    JO - Econometric Reviews

    JF - Econometric Reviews

    SN - 0747-4938

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