Bayesian Estimation and Comparison of Moment Condition Models

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

zbMATH Keywords

Bernstein-von Mises theoremmarginal likelihoodestimating equationsmisspecificationmodel selection consistencyexponentially tilted empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Parametric inference under constraints (62F30) Bayesian inference (62F15)

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