Asymptotic Bayesian analysis based on a limited information estimator

DOI10.1016/S0304-4076(98)00024-4zbMath0933.62019MaRDI QIDQ1305680

Yum K. Kwan

Publication date: 22 September 1999

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

zbMATH Keywords

Bayesian robustness; limited information estimator; asymptotic posterior

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F15: Bayesian inference

Related Items

Limited information likelihood and Bayesian analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Consistent and robust Bayes procedures for location based on partial information
• Bayesian skepticism on unit root econometrics
• Uniform asymptotic normality of the maximum likelihood estimator
• A simple general approach to inference about the tail of a distribution
• Understanding Unit Rooters: A Helicopter Tour
• LII. An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S
• Time Series Regression with a Unit Root
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bayes, Likelihood, or Structural
• Linear Statistical Inference and its Applications
• Contiguity of Probability Measures
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large