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A semi-parametric Bayesian approach to the instrumental variable problem

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Cited by:

  1. Sudhir Voleti & Pulak Ghosh, 2013. "A robust approach to measure latent, time-varying equity in hierarchical branding structures," Quantitative Marketing and Economics (QME), Springer, vol. 11(3), pages 289-319, September.
  2. Jiang, Renna & Manchanda, Puneet & Rossi, Peter E., 2009. "Bayesian analysis of random coefficient logit models using aggregate data," Journal of Econometrics, Elsevier, vol. 149(2), pages 136-148, April.
  3. Jensen, Mark J. & Maheu, John M., 2010. "Bayesian semiparametric stochastic volatility modeling," Journal of Econometrics, Elsevier, vol. 157(2), pages 306-316, August.
  4. Jean-Pierre H. Dubé, 2018. "Microeconometric Models of Consumer Demand," NBER Working Papers 25215, National Bureau of Economic Research, Inc.
  5. Bradlow, Eric T. & Gangwar, Manish & Kopalle, Praveen & Voleti, Sudhir, 2017. "The Role of Big Data and Predictive Analytics in Retailing," Journal of Retailing, Elsevier, vol. 93(1), pages 79-95.
  6. Didier Nibbering, 2023. "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers 19/23, Monash University, Department of Econometrics and Business Statistics.
  7. Matthew J. Salois & Kelvin G. Balcombe, 2015. "A Generalized Bayesian Instrumental Variable Approach under Student t-distributed Errors with Application," Manchester School, University of Manchester, vol. 83(5), pages 499-522, September.
  8. Njuki, Eric & Bravo-Ureta, Boris, 2014. "A Bayesian Approach to Analyzing the Economic Costs of Environmental Regulation in U.S. Dairy Farming," Working Papers 33, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
  9. Cogley, Timothy & Startz, Richard, 2012. "Bayesian IV: the normal case with multiple endogenous variables," University of California at Santa Barbara, Economics Working Paper Series qt40v0x246, Department of Economics, UC Santa Barbara.
  10. Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.
  11. Ruochen Wu & Melvyn Weeks, 2020. "A Semi-Parametric Bayesian Generalized Least Squares Estimator," Papers 2011.10252, arXiv.org, revised Jan 2023.
  12. Li, Mingliang & Tobias, Justin L., 2011. "Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling," Journal of Econometrics, Elsevier, vol. 162(2), pages 345-361, June.
  13. Mark J. Jensen & John M. Maheu, 2018. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-29, September.
  14. Dyevre, Arthur & Lampach, Nicolas, 2018. "The origins of regional integration: Untangling the effect of trade on judicial cooperation," International Review of Law and Economics, Elsevier, vol. 56(C), pages 122-133.
  15. Halla, Martin & Zweimüller, Martina, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," IZA Discussion Papers 7968, Institute of Labor Economics (IZA).
  16. Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2014. "Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 468-482, July.
  17. Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," Economics working papers 2014-03, Department of Economics, Johannes Kepler University Linz, Austria.
  18. Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge, 2019. "Multivariate Spatial IV Regression," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.
  19. Ben Deaner, 2019. "Nonparametric Instrumental Variables Estimation Under Misspecification," Papers 1901.01241, arXiv.org, revised Dec 2022.
  20. Ryo Kato & Takahiro Hoshino, 2018. "Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments," Discussion Paper Series DP2018-14, Research Institute for Economics & Business Administration, Kobe University.
  21. Burda, Martin & Harding, Matthew & Hausman, Jerry, 2008. "A Bayesian mixed logit-probit model for multinomial choice," Journal of Econometrics, Elsevier, vol. 147(2), pages 232-246, December.
  22. Jin, Xin & Maheu, John M., 2016. "Bayesian semiparametric modeling of realized covariance matrices," Journal of Econometrics, Elsevier, vol. 192(1), pages 19-39.
  23. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
  24. Ramírez–Hassan, Andrés & López-Vera, Alejandro, 2024. "Welfare implications of a tax on electricity: A semi-parametric specification of the incomplete EASI demand system," Energy Economics, Elsevier, vol. 131(C).
  25. Pogonyi, Csaba G. & Graham, Daniel J. & Carbo, Jose M., 2021. "Metros, agglomeration and displacement. Evidence from London," Regional Science and Urban Economics, Elsevier, vol. 90(C).
  26. Andr'es Ram'irez-Hassan & Alejandro L'opez-Vera, 2021. "Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity," Papers 2109.07646, arXiv.org.
  27. Sudhir Voleti & Praveen K. Kopalle & Pulak Ghosh, 2015. "An Interproduct Competition Model Incorporating Branding Hierarchy and Product Similarities Using Store-Level Data," Management Science, INFORMS, vol. 61(11), pages 2720-2738, November.
  28. Masahiro Tanaka, 2025. "Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method," Papers 2503.20249, arXiv.org.
  29. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
  30. Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
  31. Burda, Martin & Prokhorov, Artem, 2014. "Copula based factorization in Bayesian multivariate infinite mixture models," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 200-213.
  32. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
  33. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
  34. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.
  35. Yang Li & Asim Ansari, 2014. "A Bayesian Semiparametric Approach for Endogeneity and Heterogeneity in Choice Models," Management Science, INFORMS, vol. 60(5), pages 1161-1179, May.
  36. Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge, 2018. "Multivariate Spatial IV Regression," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2).
  37. Nils Goeken & Peter Kurz & Winfried J. Steiner, 2024. "Multimodal preference heterogeneity in choice-based conjoint analysis: a simulation study," Journal of Business Economics, Springer, vol. 94(1), pages 137-185, January.
  38. Eoghan O'Neill, 2022. "Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression," Papers 2211.07506, arXiv.org, revised Feb 2024.
  39. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
  40. Ryo Kato & Takahiro Hoshino, 2020. "Semiparametric Bayesian Instrumental Variables Estimation for Nonignorable Missing Instruments," Discussion Paper Series DP2020-06, Research Institute for Economics & Business Administration, Kobe University.
  41. Anupriya & Daniel J. Graham & Daniel Horcher & Prateek Bansal, 2021. "Revisiting the empirical fundamental relationship of traffic flow for highways using a causal econometric approach," Papers 2104.02399, arXiv.org.
  42. Haoyan Sun & Jianqing Chen & Ming Fan, 2021. "Effect of Live Chat on Traffic‐to‐Sales Conversion: Evidence from an Online Marketplace," Production and Operations Management, Production and Operations Management Society, vol. 30(5), pages 1201-1219, May.
  43. Marcus L. Nascimento & Kelly C. M. Gonçalves & Mario Jorge Mendonça, 2023. "Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 29-47, June.
  44. Cem Çakmakli, 2012. "Bayesian Semiparametric Dynamic Nelson-Siegel Model," Working Paper series 59_12, Rimini Centre for Economic Analysis, revised Sep 2012.
  45. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
  46. Han, Yufeng, 2012. "State uncertainty in stock markets: How big is the impact on the cost of equity?," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2575-2592.
  47. Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.
  48. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
  49. van Hasselt, Martijn, 2011. "Bayesian inference in a sample selection model," Journal of Econometrics, Elsevier, vol. 165(2), pages 221-232.
  50. Tao Sun, 2024. "Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax," Papers 2412.05794, arXiv.org.
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