An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
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Publication:2512604
DOI10.1016/j.jeconom.2013.08.012zbMath1293.62057OpenAlexW2042726517MaRDI QIDQ2512604
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
model selectionquasi likelihoodBayesian methodsmodel misspecificationlimited informationlarge sample correspondencesandwich covariance
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
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Cites Work
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