Posterior inference in curved exponential families under increasing dimensions
Author:
Affiliation:
1. Duke University, Fuqua School of Business, 100 Fuqua Drive, Durham, NC, 27708, USA
2. Massachusetts Institute of Technology, Department of Economics, 50 Memorial Drive, Cambridge, MA, 02139, USA
Funder
National Science Foundation grant
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/17/2/S75/27683474/ectj0s75.pdf
Reference23 articles.
1. On the computational complexity of MCMC‐based estimators in large samples;Belloni;Annals of Statistics,2009
2. Bernstein–Von Mises theorems for Gaussian regression with increasing number of regressors;Bontemps;Annals of Statistics,2011
3. A Bernstein–Von Mises theorem for discrete probability distributions;Boucheron;Electronic Journal of Statistics,2009
4. Asymptotic efficiency in estimation with conditional moment restrictions;Chamberlain;Journal of Econometrics,1987
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