Nonparametric Bayes subject to overidentified moment conditions

DOI10.1016/J.JECONOM.2021.02.005MaRDI QIDQ2116355zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
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• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Moment conditions and Bayesian non-parametrics
• Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
• Nonlinear Dynamic Structures
• Semi-Nonparametric Maximum Likelihood Estimation

Cited in

(1)

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

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