An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Chae-yŏng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 132-145
|
| Subject: | Quasi likelihood | Model misspecification | Limited information | Bayesian methods | Sandwich covariance | Large sample correspondence | Model selection | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Induktive Statistik | Statistical inference | Stichprobenerhebung | Sampling |
-
Kim, Jae-Young, (2014)
-
Bayesian inference using adaptive sampling
Giordani, Paolo, (2008)
-
The econometrics of Bayesian graphical models : a review with financial application
Ahelegbey, Daniel Felix, (2016)
- More ...
-
Fisher relation and financial crisis : evidence for East Asian countries
Kim, Chae-yŏng, (2021)
-
Measuring the length of period for the long-run equilibrium in a cointegration relation
Kim, Chae-yŏng, (2003)
-
Do consumption and income have a long run relationship?
Kim, Chae-yŏng, (2004)
- More ...