Specification tests based on MCMC output
type: Item
instance of: scholarly article
title: Specification tests based on MCMC output
zbMATH Open document ID: 1452.62944
author: Yong Li
author: Jun Yu
author: Tao Zeng
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/2220
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 6952491
zbMATH Keywords: specification test
zbMATH Keywords: point hypothesis test
zbMATH Keywords: latent variable models
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: power enhancement technique
zbMATH Keywords: information matrix
MaRDI profile type: Publication
OpenAlex ID: W2887537155
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Wikidata QID: Q129364141
DOI: 10.1016/J.JECONOM.2018.08.001
description: scientific article; zbMATH DE number 6952491