Concentrated MCMC estimation

DOI10.1016/J.JECONOM.2026.106252MaRDI QIDQ7296568zbMATH OpenFDO

Authors Xuan Xiao, Xingbai Xu, Chengwei Tang, Tuo Liu

Publication date 14 July 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106252

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(1)

• Bayesian methods in economics and finance: a unified survey and taxonomy

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