Posterior inference in curved exponential families under increasing dimensions

DOI10.1111/ectj.12027OpenAlexW3123566567MaRDI QIDQ5093232

Alexandre Belloni, Victor Chernozhukov

Publication date: 26 July 2022

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

Full work available at URL: https://arxiv.org/abs/0904.3132

zbMATH Keywords

seemingly unrelated regressionincreasing dimensionscurved exponential familymultivariate linear modelsBernstein-von Mises theoremsmultinomial model with moment restrictionssingle-equation structural equations

Mathematics Subject Classification ID

Statistics (62-XX)

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