Bayesian estimation and comparison of conditional moment models

DOI10.1111/RSSB.12484MaRDI QIDQ6600839zbMATH OpenFDO

Authors Siddhartha Chib, M. Shin, Anna Simoni

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSB.12484

zbMATH Keywords

Bayesian inferenceBernstein-von Mises theoremconditional moment restrictionsexponentially tilted empirical likelihoodmarginal likelihoodmisspecificationposterior consistency

Mathematics Subject Classification ID

Statistics (62-XX)

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