Bayesian endogeneity bias modeling

dc.creatorMontes Rojas, Gabriel Victorio
dc.creatorGalvao, Antonio F.
dc.date.accessioned2018-01-12T19:56:34Z
dc.date.accessioned2018-11-06T15:36:48Z
dc.date.available2018-01-12T19:56:34Z
dc.date.available2018-11-06T15:36:48Z
dc.date.created2018-01-12T19:56:34Z
dc.date.issued2013-11
dc.identifierMontes Rojas, Gabriel Victorio; Galvao, Antonio F.; Bayesian endogeneity bias modeling; Elsevier; Economics Letters; 122; 1; 11-2013; 36-39
dc.identifier0165-1765
dc.identifierhttp://hdl.handle.net/11336/33159
dc.identifierCONICET Digital
dc.identifierCONICET
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1899122
dc.description.abstractWe propose to model endogeneity bias using prior distributions of moment conditions. The estimator can be obtained both as a method-of-moments estimator and in a Ridge penalized regression framework. We show the estimator's relation to a Bayesian estimator.
dc.languageeng
dc.publisherElsevier
dc.relationinfo:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0165176513004813
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.econlet.2013.10.034
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subjectEndogeneity
dc.subjectBayesian
dc.subjectShrinkage
dc.subjectRidge regression
dc.subjectMethod of moments
dc.titleBayesian endogeneity bias modeling
dc.typeArtículos de revistas
dc.typeArtículos de revistas
dc.typeArtículos de revistas


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