A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models

In this note, we provide the application of HCCME-type refinements to nonlinear GMM models with Bayesian interpretations.

Year of publication:	2012
Authors:	Lin, Eric S. ; Chou, Ta-Sheng
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 116.2012, 3, p. 494-497
Publisher:	Elsevier
Subject:	Eicker–White HCCME \| GMM \| Nonlinear model \| Bayesian bootstrap

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Type of publication:	Article
Classification:	C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010594076