On oracle property and asymptotic validity of Bayesian generalized method of moments
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Publication:5964279
DOI10.1016/j.jmva.2015.12.009zbMath1331.62153arXiv1405.6693OpenAlexW2203963652MaRDI QIDQ5964279
Publication date: 29 February 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6693
model selectionBayesianMCMCGEE (generalized estimating equations)GMM (generalized method of moments)moment conditionoracle propertyposterior validity
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Uses Software
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