Bayesian endogeneity bias modeling

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 122
Issue: 1
Pages: 36-39

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:122:y:2014:i:1:p:36-39
Journal Field
General
Author Count
2
Added to Database
2026-01-25