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econ.EM2026
Testing for Endogeneity: A Moment-Based Bayesian Approach
Siddhartha Chib, Minchul Shin, Anna Simoni
A standard assumption in the Bayesian estimation of linear regression models is that the regressors are exogenous in the sense that they are uncorrelated with the model error term.…
econ.EM2021★ 1 cited
Revisiting identification concepts in Bayesian analysis
Jean-Pierre Florens, Anna Simoni
This paper studies the role played by identification in the Bayesian analysis of statistical and econometric models. First, for unidentified models we demonstrate that there are si…
econ.EM2018
Ill-posed Estimation in High-Dimensional Models with Instrumental Variables
Christoph Breunig, Enno Mammen, Anna Simoni
This paper is concerned with inference about low-dimensional components of a high-dimensional parameter vector which is identified through instrumental variables. We allow fo…