INVESTIGADORES
MONTES ROJAS Gabriel Victorio
artículos
Título:
Bayesian endogeneity bias modeling
Autor/es:
MONTES ROJAS, GABRIEL VICTORIO; GALVAO, ANTONIO
Revista:
ECONOMICS LETTERS
Editorial:
NORTH-HOLLAND
Referencias:
Lugar: Amsterdam; Año: 2014 vol. 122 p. 36 - 36
ISSN:
0165-1765
Resumen:
We propose to model endogeneity bias using prior distributions of moment conditions. The estimator can be obtained both as a method-of-moments estimator and in a Ridge penalized regression framework. We show the estimatorĀ“s relation to a Bayesian estimator.