On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279)
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scientific article; zbMATH DE number 6546982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On oracle property and asymptotic validity of Bayesian generalized method of moments |
scientific article; zbMATH DE number 6546982 |
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On oracle property and asymptotic validity of Bayesian generalized method of moments (English)
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29 February 2016
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Bayesian
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GEE (generalized estimating equations)
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GMM (generalized method of moments)
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MCMC
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model selection
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moment condition
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oracle property
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posterior validity
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