Bayesian IV: the normal case with multiple endogenous variables

Timothy Cogley and Richard Startz

University of California at Santa Barbara, Economics Working Paper Series from Department of Economics, UC Santa Barbara

Abstract: We set out a Gibbs sampler for the linear instrumental-variable model withnormal errors and normal priors, and we show how to compute the marginallikelihood.

Keywords: Social and Behavioral Sciences; instrumental variables; bayesian; gibbs sampling (search for similar items in EconPapers)
Date: 2012-09-01
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (3)

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