195 citations · 408 across the 22 of their papers we have counts for
Showing 2012 · stat.MEShow all
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stat.ME2012★ 25 cited
Instrumental Variable Bayesian Model Averaging via Conditional Bayes Factors
Anna Karl, Alex Lenkoski
We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variable…
stat.ME2012
Two-Stage Bayesian Model Averaging in Endogenous Variable Models
A. Lenkoski, T. S. Eicher, A. E. Raftery
Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA)…