Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.
4 Key Publications
Paap, R. and van Dijk, H.K. (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income Journal of Business and Economic Statistics, 21(4):547--563.
van der Klaauw, B. and Koning, R. (2003). Testing the normality assumption in the sample selection model with an application to travel demand Journal of Business and Economic Statistics, 21:31--42.
van der Klaauw, B. and van Ours, J.C. (2003). From welfare to work: does the neighborhood matter? Journal of Public Economics, 87:957--985.