An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification

DOI10.1016/j.jeconom.2013.08.012zbMath1293.62057OpenAlexW2042726517MaRDI QIDQ2512604

Jae-Young Kim

Publication date: 7 August 2014

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.012

zbMATH Keywords

model selectionquasi likelihoodBayesian methodsmodel misspecificationlimited informationlarge sample correspondencesandwich covariance

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Rejoinder ⋮ Quasi-Bayesian model selection ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments

Uses Software

• BayesDA

Cites Work

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