Identification problem of the exponential tilting estimator under misspecification

DOI10.1016/J.ECONLET.2012.12.024MaRDI QIDQ2444341zbMATH OpenOpenAlexFDO

Authors Naoya Sueishi

Publication date 9 April 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2433/171235

zbMATH Keywords

\(I\)-projectionexponential tilting estimatormisspecified models

Mathematics Subject Classification ID

Point estimation (62F10)

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(5)

• On exact-WKB analysis, resurgent structure, and quantization conditions
• Bayesian Estimation and Comparison of Moment Condition Models
• Semiparametric Bayesian doubly robust causal estimation
• Bounded tilting estimation
• Large sample justifications for the Bayesian empirical likelihood

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