Search Results - subject:"Laplace type estimators"

Inference using simulated neural moments

Creel, Michael D. - In: Econometrics 9 (2021) 4, pp. 1-15

This paper studies method of simulated moments (MSM) estimators that are implemented using Bayesian methods, specifically Markov chain Monte Carlo (MCMC). Motivation and theory for the methods is provided by Chernozhukov and Hong (2003). The paper shows, experimentally, that confidence intervals...

Persistent link: https://www.econbiz.de/10012696340

Inference using simulated neural moments

Creel, Michael D. - In: Econometrics : open access journal 9 (2021) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10012642418

Inference using simulated neural moments

Creel, Michael D. - 2020 - This version: November 2020

Persistent link: https://www.econbiz.de/10012431141

Quasi-Bayesian model selection

Inoue, Atsushi; Shintani, Mototsugu - In: Quantitative Economics 9 (2019) 3, pp. 1265-1297

(QML) obtained from Laplace-type estimators. We consider cases in which parameters are strongly identified, weakly …

Persistent link: https://www.econbiz.de/10012215358

Quasi‐Bayesian model selection

Inoue, Atsushi; Shintani, Mototsugu - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1265-1297

(QML) obtained from Laplace‐type estimators. We consider cases in which parameters are strongly identified, weakly …

Persistent link: https://www.econbiz.de/10011994684

Constrained estimation using penalization and MCMC

Gallant, A. Ronald; Hong, Han; Leung, Michael P.; Li, Jessie - In: Journal of econometrics 228 (2022) 1, pp. 85-106

Persistent link: https://www.econbiz.de/10013441728

Quasi-Bayesian Model Selection

Inoue, Atsushi; Shintania, Mototsugu - Southern Methodist University, Department of Economics - 2014

obtained from Laplace-type estimators (LTE). We consider cases in which parameters are strongly identified, weakly identified …

Persistent link: https://www.econbiz.de/10010746937