Pages that link to "Item:Q2869956"

The following pages link to Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix (Q2869956):

Displaying 26 items.

• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
• A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913) (← links)
• Selection of KL neighbourhood in robust Bayesian inference (Q1790360) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
• Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
• Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
• Bayesian regression with heteroscedastic error density and parametric mean function (Q2512628) (← links)
• A non-linear forecast combination procedure for binary outcomes (Q2691668) (← links)
• Improved marginal likelihood estimation via power posteriors and importance sampling (Q2697973) (← links)
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
• Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
• Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
• Inference for Misspecified Models With Fixed Regressors (Q4975630) (← links)
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors (Q5123191) (← links)
• Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
• Discussion: Should a Working Model Actually <i>Work?</i> (Q6064666) (← links)
• Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true (Q6118722) (← links)
• Approximate Bayesian computation using asymptotically normal point estimates (Q6136276) (← links)
• Joint production in stochastic non-parametric envelopment of data with firm-specific directions (Q6167380) (← links)
• Quasi-Bayesian Inference for Production Frontiers (Q6620951) (← links)
• A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating <i>r</i> * (Q6626235) (← links)
• A Bayesian ``sandwich'' for variance estimation (Q6649133) (← links)
• Local projections in unstable environments (Q6664645) (← links)