Pages that link to "Item:Q1398964"
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The following pages link to An MCMC approach to classical estimation. (Q1398964):
Displayed 50 items.
- Spatial econometrics for misaligned data (Q2106400) (← links)
- Nonparametric Bayes subject to overidentified moment conditions (Q2116355) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Bayesian functional registration of fMRI activation maps (Q2170423) (← links)
- GMM quantile regression (Q2172015) (← links)
- The numerical bootstrap (Q2176627) (← links)
- Model-free posterior inference on the area under the receiver operating characteristic curve (Q2189107) (← links)
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions (Q2189604) (← links)
- Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Efficient matrix approach for classical inference in state space models (Q2311132) (← links)
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
- Exact computation of censored least absolute deviations estimator (Q2330738) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Quantiles via moments (Q2330750) (← links)
- Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
- On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
- Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- Local structural quantile effects in a model with a nonseparable control variable (Q2628834) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- BLP estimation using Laplace transformation and overlapping simulation draws (Q2658771) (← links)
- The fiscal state-dependent effects of capital income tax cuts (Q2661641) (← links)
- Bayesian joint-quantile regression (Q2667013) (← links)
- Modified harmonic mean method for spatial autoregressive models (Q2685450) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
- Gibbs posterior concentration rates under sub-exponential type losses (Q2692523) (← links)
- Bayesian empirical likelihood of quantile regression with missing observations (Q2696329) (← links)
- Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable? (Q2697027) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- CONSISTENT VARIANCE OF THE LAPLACE-TYPE ESTIMATORS: APPLICATION TO DSGE MODELS (Q2812315) (← links)
- GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK (Q2936835) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- Predicting Panel Data Binary Choice with the Gibbs Posterior (Q3116948) (← links)
- Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
- ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
- A Bayesian encompassing test using combined value-at-risk estimates (Q4554430) (← links)
- A SURVIVAL ANALYSIS INCORPORATING AUXILIARY INFORMATION BY A BAYESIAN GENERALIZED METHOD OF MOMENTS: APPLICATION TO PURCHASE DURATION MODELING (Q4560122) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Approximate Bayesian inference for quantiles (Q4675906) (← links)
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS (Q4959131) (← links)
- (Q4969140) (← links)
- Stochastic Volatility Models Predictive Relevance for Equity Markets (Q5048338) (← links)
- (Q5053231) (← links)