On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks

Lennart F. Hoogerheide, Johan F. Kaashoek and Herman van Dijk

Journal of Econometrics, 2007, vol. 139, issue 1, 154-180

Date: 2007
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Related works:
Working Paper: On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (2007)
Working Paper: On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks (2005)
Working Paper: On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:139:y:2007:i:1:p:154-180

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