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Bayesian IV: the normal case with multiple endogenous variables (2012)
by
Timothy Cogley
,
Richard Startz
BibTeX
@MISC{Cogley12bayesianiv:,
author = {Timothy Cogley and Richard Startz},
title = {Bayesian IV: the normal case with multiple endogenous variables},
year = {2012}
}
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Abstract
We set out a Gibbs sampler for the linear instrumental-variable model with normal errors and normal priors, and we show how to compute the marginal likelihood. 1
