Nonparametric Bayes subject to overidentified moment conditions

DOI10.1016/j.jeconom.2021.02.005OpenAlexW3133641457MaRDI QIDQ2116355

A. Ronald Gallant

Publication date: 16 March 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.02.005

zbMATH Keywords

Bayesian inferencemethod of moments

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Variance-covariance from a metropolis chain on a curved, singular manifold

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