Bayesian averaging, prediction and nonnested model selection (Q738162): Difference between revisions

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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Automobile Prices in Market Equilibrium
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+An IV Model of Quantile Treatment Effects
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+An MCMC approach to classical estimation.
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+Comparing dynamic equilibrium models to data: a Bayesian approach
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+Estimating Macroeconomic Models: A Likelihood Approach
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+Econometric specification of stochastic discount factor models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Simulation and the Asymptotics of Optimization Estimators
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+Censored regression quantiles
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+Estimating the dimension of a model
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+Information criteria for selecting possibly misspecified parametric models
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+Handbook of economic forecasting. Volume 1
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Bayesian model averaging and exchange rate forecasts
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