Bayesian Estimation and Comparison of Moment Condition Models
From MaRDI portal
Publication:3121558
DOI10.1080/01621459.2017.1358172zbMath1409.62058arXiv1606.02931OpenAlexW2962715865MaRDI QIDQ3121558
Minchul Shin, Siddhartha Chib, Anna Simoni
Publication date: 20 March 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.02931
Bernstein-von Mises theoremmarginal likelihoodestimating equationsmisspecificationmodel selection consistencyexponentially tilted empirical likelihood
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Parametric inference under constraints (62F30) Bayesian inference (62F15)
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