{"created":"2023-06-20T15:03:05.619820+00:00","id":1053,"links":{},"metadata":{"_buckets":{"deposit":"0e25c9e9-b9ab-4a69-8070-7d1dada9af87"},"_deposit":{"created_by":16,"id":"1053","owners":[16],"pid":{"revision_id":0,"type":"depid","value":"1053"},"status":"published"},"_oai":{"id":"oai:grips.repo.nii.ac.jp:00001053","sets":["1:20"]},"author_link":["6494","6495","6496"],"item_12_description_22":{"attribute_name":"著者情報","attribute_value_mlt":[{"subitem_description":"https://www.grips.ac.jp/list/jp/facultyinfo/leon_gonzalez_roberto/","subitem_description_type":"Other"}]},"item_12_description_6":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper considers the instrumental variable regression model when there is uncertainly about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainly can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very flexible and can be easily adapted to analyze any of the different priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.","subitem_description_type":"Abstract"}]},"item_12_description_7":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"JEL Classification Codes: C11, C30","subitem_description_type":"Other"}]},"item_12_description_8":{"attribute_name":"分野","attribute_value_mlt":[{"subitem_description":"経済学 / Economics","subitem_description_type":"Other"}]},"item_12_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24545/00001053","subitem_identifier_reg_type":"JaLC"}]},"item_12_publisher_12":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"GRIPS Policy Research Center ","subitem_publisher_language":"en"}]},"item_12_relation_16":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"https://ideas.repec.org/p/ngi/dpaper/10-32.html"}],"subitem_relation_type":"isIdenticalTo","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://ideas.repec.org/p/ngi/dpaper/10-32.html","subitem_relation_type_select":"URI"}}]},"item_12_text_10":{"attribute_name":"発行年","attribute_value_mlt":[{"subitem_text_value":"2011-01"}]},"item_12_text_5":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Strathclyde; Rimini Center for Economic Analysis"},{"subitem_text_value":"政策研究大学院大学 / National Graduate Institute for Policy Studies; Rimini Center for Economic Analysis"},{"subitem_text_value":"The Australian National University; Rimini Center for Economic Analysis"}]},"item_12_version_type_19":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_1693541285410":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-01-24","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"DP10-32","bibliographic_titles":[{"bibliographic_title":"GRIPS Discussion Papers","bibliographic_titleLang":"en"}]}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"KOOP, Gary","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"6494","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"LEON-GONZALEZ, Roberto","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"6495","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"STRACHAN, Rodney","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"6496","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"DP10-32.pdf","filesize":[{"value":"500.2 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"DP10-32.pdf","url":"https://grips.repo.nii.ac.jp/record/1053/files/DP10-32.pdf"},"version_id":"fdd4e223-a541-428e-a7a4-5a950b0c083f"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Bayesian","subitem_subject_scheme":"Other"},{"subitem_subject":"endogeneity","subitem_subject_scheme":"Other"},{"subitem_subject":"simultaneous equations","subitem_subject_scheme":"Other"},{"subitem_subject":"reversible jump Markov chain Monte Carlo","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Bayesian Model Averaging in the Instrumental Variable Regression Model","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Bayesian Model Averaging in the Instrumental Variable Regression Model","subitem_title_language":"en"}]},"item_type_id":"12","owner":"16","path":["20"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2011-01-24"},"publish_date":"2011-01-24","publish_status":"0","recid":"1053","relation_version_is_last":true,"title":["Bayesian Model Averaging in the Instrumental Variable Regression Model"],"weko_creator_id":"16","weko_shared_id":-1},"updated":"2023-11-20T08:55:10.229653+00:00"}