Gaussian processes and Bayesian moment estimation
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- Jean-Pierre Florens & Anna Simoni, 2021. "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
- Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
References listed on IDEAS
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Citations
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Cited by:
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022.
"Bayesian estimation and comparison of conditional moment models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
- Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
- Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022. "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, vol. 228(1), pages 85-106.
- Dante Amengual & Enrique Sentana, 2016. "Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 248-252.
- Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
- Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2022. "Double Robust Bayesian Inference on Average Treatment Effects," Papers 2211.16298, arXiv.org, revised Oct 2024.
- Christopher D. Walker, 2023. "Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model," Papers 2306.03816, arXiv.org, revised Feb 2024.
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More about this item
Keywords
Moment restrictions; Gaussian processes; overidenti?cation; posterior consistency; functional equation.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
Statistics
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