Posterior inference in curved exponential families under increasing dimensions
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Publication:5093232
DOI10.1111/ECTJ.12027OpenAlexW3123566567MaRDI QIDQ5093232FDOQ5093232
Authors: A. Belloni, Victor Chernozhukov
Publication date: 26 July 2022
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.3132
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seemingly unrelated regressionincreasing dimensionscurved exponential familymultivariate linear modelsBernstein-von Mises theoremsmultinomial model with moment restrictionssingle-equation structural equations
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