A Bayesian Analysis of Exogeneity in Models with Latent Variables
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More about this item
Keywordsexogeneity; Bayesian cuts; latent variables; non-causality; stochastic volatility;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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