Bayesian Model Averaging in the Instrumental Variable Regression Model
By Gary Koop, Roberto Leon-Gonzalez, Rodney W. Strachan. 2012
65 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b6aca00a284574c37c26f04683051c1f1a47fe95
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- J. R. Magnus
- Giuseppe De Luca
- Mark F. J. Steel
- Martin Feldkircher
- Tomáš Havránek
- Jim E. Griffin
- Zuzana Irsova
- R. Horvath
In Statistics and Probability
- Mark F. J. Steel
- Giuseppe De Luca
- J. R. Magnus
- L. Wolstenholme
- B. Hansen
- Hal Caswell
- Chris Hans
- Xinyu Zhang
Citations in the corpus
- Weighted‐Average Least Squares (WALS): A Survey (2016, methodology): “…truncated and censored data; Crespo Cuaresma and Feldkircher (2012) applied BMA in the presence of spatial autocorrelation using spatial filtering; Koop et al. (2012), Karl and Lenkoski (2012), and Lenkoski et al. (2013) developed BMA methodologies to jointly address model uncertainty and…”
- Model Averaging and Its Use in Economics (2017, methodology): “Koop et al. (2012) use their instrumental variables BMA method in this context.”