Bayesian endogeneity bias modeling

Autores
Montes Rojas, Gabriel Victorio; Galvao, Antonio F.
Año de publicación
2013
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
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 estimator's relation to a Bayesian estimator.
Fil: Montes Rojas, Gabriel Victorio. Universidad de San Andrés; Argentina. City University of London; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Galvao, Antonio F.. University of Iowa; Estados Unidos
Materia
Endogeneity
Bayesian
Shrinkage
Ridge Regression
Method of Moments
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/33159
Acceder
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oai_identifier_str oai:ri.conicet.gov.ar:11336/33159
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Bayesian endogeneity bias modelingMontes Rojas, Gabriel VictorioGalvao, Antonio F.EndogeneityBayesianShrinkageRidge RegressionMethod of Momentshttps://purl.org/becyt/ford/5.2https://purl.org/becyt/ford/5We 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 estimator's relation to a Bayesian estimator.Fil: Montes Rojas, Gabriel Victorio. Universidad de San Andrés; Argentina. City University of London; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Galvao, Antonio F.. University of Iowa; Estados UnidosElsevier2013-11info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/33159Montes Rojas, Gabriel Victorio; Galvao, Antonio F.; Bayesian endogeneity bias modeling; Elsevier; Economics Letters; 122; 1; 11-2013; 36-390165-1765CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0165176513004813info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econlet.2013.10.034info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T10:36:21Zoai:ri.conicet.gov.ar:11336/33159instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 10:36:21.783CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Bayesian endogeneity bias modeling
title Bayesian endogeneity bias modeling
spellingShingle Bayesian endogeneity bias modeling
Montes Rojas, Gabriel Victorio
Endogeneity
Bayesian
Shrinkage
Ridge Regression
Method of Moments
title_short Bayesian endogeneity bias modeling
title_full Bayesian endogeneity bias modeling
title_fullStr Bayesian endogeneity bias modeling
title_full_unstemmed Bayesian endogeneity bias modeling
title_sort Bayesian endogeneity bias modeling
dc.creator.none.fl_str_mv Montes Rojas, Gabriel Victorio
Galvao, Antonio F.
author Montes Rojas, Gabriel Victorio
author_facet Montes Rojas, Gabriel Victorio
Galvao, Antonio F.
author_role author
author2 Galvao, Antonio F.
author2_role author
dc.subject.none.fl_str_mv Endogeneity
Bayesian
Shrinkage
Ridge Regression
Method of Moments
topic Endogeneity
Bayesian
Shrinkage
Ridge Regression
Method of Moments
purl_subject.fl_str_mv https://purl.org/becyt/ford/5.2
https://purl.org/becyt/ford/5
dc.description.none.fl_txt_mv 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 estimator's relation to a Bayesian estimator.
Fil: Montes Rojas, Gabriel Victorio. Universidad de San Andrés; Argentina. City University of London; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Galvao, Antonio F.. University of Iowa; Estados Unidos
description 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 estimator's relation to a Bayesian estimator.
publishDate 2013
dc.date.none.fl_str_mv 2013-11
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/33159
Montes Rojas, Gabriel Victorio; Galvao, Antonio F.; Bayesian endogeneity bias modeling; Elsevier; Economics Letters; 122; 1; 11-2013; 36-39
0165-1765
CONICET Digital
CONICET
url http://hdl.handle.net/11336/33159
identifier_str_mv Montes Rojas, Gabriel Victorio; Galvao, Antonio F.; Bayesian endogeneity bias modeling; Elsevier; Economics Letters; 122; 1; 11-2013; 36-39
0165-1765
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0165176513004813
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econlet.2013.10.034
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1844614383906324480
score 13.070432

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