Risk of Bayesian inference in misspecified models, and the sandwich covariance matrix
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Publication:2869956
DOI10.3982/ECTA9097zbMATH Open1291.62069OpenAlexW2102685295MaRDI QIDQ2869956FDOQ2869956
Authors: Ulrich K. Müller 
Publication date: 7 January 2014
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9097
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Cited In (33)
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- A Bayesian Approach to Multiple-Output Quantile Regression
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- Bayesian regression with heteroscedastic error density and parametric mean function
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- Partially censored posterior for robust and efficient risk evaluation
- Local projections in unstable environments
- Posterior-based Wald-type statistics for hypothesis testing
- Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
- Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true
- Bernstein-von Mises theorem and misspecified models: a review
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
- Bayesian regression with nonparametric heteroskedasticity
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