Concepedia

Bayesian Instrumental Variables

Bayesian Instrumental Variables is a statistical modeling framework within Bayesian econometrics that incorporates instrumental variables to address endogeneity, distinguished by its use of prior distributions and posterior inference to estimate causal effects in simultaneous equation models.

41

Publications

2K

Citations

76

Authors

54

Institutions

Publications per year

2017–2026

5

Parents

Publications

41

Studies in Bayesian Econometrics and Statistics (In Honor of Leonard J. Savage)

J. E. J., Stephen E. Fienberg, Arnold Zellner · Technometrics · 1975 · 162 citations

, , +14

Bayesian and classical approaches to instrumental variable regression

Frank Kleibergen, Eric Zivot · Journal of Econometrics · 2003 · 155 citations

, , +13

Bayesian analysis in econometrics and statistics

Derek W. Bunn · European Journal of Operational Research · 1981 · 134 citations

, , +16

Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions

Mehmet Eris, Bülent Ulaşan · Economic Modelling · 2013 · 107 citations

, , +13

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, Herman K. van Dijk · Journal of Econometrics · 2006 · 107 citations

, , +14

1–5 of 41

Authors

76

  1. AZ
    Arnold Zellner

    University of Chicago, United States

    4 publications · 340 citations

    4

    h-index

  2. LF
    Lennart F. Hoogerheide

    Erasmus University Rotterdam, Netherlands

    4 publications · 263 citations

    4

    h-index

  3. HK
    Herman K. van Dijk

    Erasmus University Rotterdam, Netherlands

    3 publications · 212 citations

    3

    h-index

  4. AR
    Andrés Ramírez Hassan

    Universidad EAFIT, Colombia

    3 publications · 81 citations

    3

    h-index

  5. MF
    Mark F. J. Steel

    University of Warwick, United Kingdom

    2 publications · 29 citations

    2

    h-index

1–5 of 76

Institutions

54

  1. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    4 h-index

    9 publications

    633 citations

  2. Universidad EAFIT

    Medellín, Colombia

    3 h-index

    5 publications

    137 citations

  3. Tinbergen Institute

    Rotterdam, The Netherlands

    3 h-index

    5 publications

    373 citations

  4. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    4 publications

    204 citations

  5. Tilburg University

    Tilburg, The Netherlands

    2 h-index

    2 publications

    29 citations

  6. University of Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    2 publications

    209 citations

  7. Australian National University

    Canberra, Australia

    2 h-index

    2 publications

    83 citations

  8. University of Chicago

    Chicago, United States

    2 h-index

    6 publications

    492 citations

1–8 of 54

Venues

  1. Journal of Econometrics

    9 publications · 634 citations

    9

    h-index

  2. SSRN Electronic Journal

    Repository · 3 publications · 135 citations

    3

    h-index

  3. Econometric Reviews

    2 publications · 52 citations

    2

    h-index

  4. Journal of Applied Econometrics

    2 publications · 77 citations

    2

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 2 publications · 55 citations

    2

    h-index

1–5