Nonparametric Bayes subject to overidentified moment conditions

DOI10.1016/J.JECONOM.2021.02.005OpenAlexW3133641457MaRDI QIDQ2116355FDOQ2116355

A. Ronald Gallant

Publication date: 16 March 2022

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.02.005

zbMATH Keywords

Bayesian inferencemethod of moments

Mathematics Subject Classification ID

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

Cites Work

• A note on two problems in connexion with graphs
• Title not available (Why is that?)
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Semi-Nonparametric Maximum Likelihood Estimation
• An MCMC approach to classical estimation.
• A fast marching level set method for monotonically advancing fronts.
• Calculation of Gauss Quadrature Rules
• An Introduction to Numerical Analysis
• Nonlinear Dynamic Structures
• Fast computation of weighted distance functions and geodesics on implicit hyper-surfaces
• Bayesian exponentially tilted empirical likelihood
• Distance Functions and Geodesics on Submanifolds of $\R^d$ and Point Clouds
• Geometric measure theory. A beginner's guide. Illustrated by James F. Bredt
• Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
• Moment Conditions and Bayesian Non-Parametrics

Cited In (1)

• Variance-covariance from a metropolis chain on a curved, singular manifold

This page was built for publication: Nonparametric Bayes subject to overidentified moment conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2116355)