Complementary Bayesian method of moments strategies
Author:
Affiliation:
1. Department of EconomicsPenn State University, University Park Pennsylvania
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2758
Reference33 articles.
1. Moment conditions and Bayesian non-parametrics
2. Nonparametric Applications of Bayesian Inference
3. An MCMC approach to classical estimation
4. The Role of Spatial Demand on Outlet Location and Pricing
5. Common risk factors in the returns on stocks and bonds
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1. Constrained estimation using penalization and MCMC;Journal of Econometrics;2021-05
2. Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior;Journal of Risk and Financial Management;2021-03-04
3. Nonparametric Bayes subject to overidentified moment conditions;Journal of Econometrics;2021-03
4. Complementary Bayesian method of moments strategies;Journal of Applied Econometrics;2020-04-13
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