# Bayesian and Classical Approaches to Instrumental Variable Regression

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## Abstract

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## Suggested Citation

**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics.

*RePEc:udb:wpaper:0063*

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## Other versions of this item:

- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.

- Frank Kleibergen & Eric Zivot, 2003.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, University Library of Munich, Germany.

## References listed on IDEAS

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**Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator**," NBER Technical Working Papers 0068, National Bureau of Economic Research, Inc. - Nelson, C. & Startz, R., 1988.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Working Papers 97-17, University of Washington, Department of Economics. - Charles R. Nelson & Richard Startz & Eric Zivot, 1996.
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"
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**Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 121-140, February.- Tobias, Justin & Zellner, Arnold, 1998.
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**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Herman K. van Dijk, 1998.
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**Full references**(including those not matched with items on IDEAS)

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## More about this item

### JEL classification:

**C1**- Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General**C2**- Mathematical and Quantitative Methods - - Single Equation Models; Single Variables**C3**- Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables**C4**- Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics**C5**- Mathematical and Quantitative Methods - - Econometric Modeling**C8**- Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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