A semi-parametric Bayesian approach to the instrumental variable problem
- Author
- CONLEY, Timothy G1 ; HANSEN, Christian B1 ; MCCULLOCH, Robert E1 ; ROSSI, Peter E1
[1] Graduate School of Business, University of Chicago, United States - Source
Journal of econometrics. 2008, Vol 144, Num 1, pp 276-305, 30 p ; ref : 3/4 p
- CODEN
- JECMB6
- ISSN
- 0304-4076
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- C11; C14; C3 Instrumental variables; Semi-parametric Bayesian inference; Dirichlet process priors
- Keyword (fr)
- Analyse donnée Donnée économique Echantillonnage Econométrie Equation linéaire Estimation Bayes Estimation erreur Estimation non paramétrique Estimation statistique Fonction répartition Forme linéaire Implémentation Loi a priori Loi conjointe Loi normale Mélange loi probabilité Méthode paramétrique Méthode statistique Variable normale 60E05 62Fxx Inférence paramétrique Processus Dirichlet Variable instrumentale
- Keyword (en)
- Data analysis Economic data Sampling Econometrics Linear equation Bayes estimation Error estimation Non parametric estimation Statistical estimation Distribution function Linear form Implementation Prior distribution Joint distribution Gaussian distribution Mixed distribution Parametric method Statistical method Normal variable Parametric inference Dirichlet process Instrumental variable
- Keyword (es)
- Análisis datos Dato económico Muestreo Econometría Ecuación lineal Estimación Bayes Estimación error Estimación no paramétrica Estimación estadística Función distribución Forma lineal Implementación Ley a priori Ley conjunta Curva Gauss Mezcla ley probabilidad Método paramétrico Método estadístico Variable normal
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20359340
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jeconom.2008.01.007 
https://dx.doi.org/10.1016/j.jeconom.2008.01.007
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