show that PAE have minimum worst-case bias under local misspecification of the parametric distribution of unobservables … posterior conditioning, which quantifies the bias of PAE relative to parametric modelbased estimators, and we study other …

-case specification error under various forms of misspecification of the parametric distribution of unobservables. In addition, we …

We show that in parametric likelihood models the first order bias in the posterior mode and the posterior mean can be … removed using objective Bayesian priors. These bias-reducing priors are defined as the solution to a set of differential … differential equations asymptotically and removes the first order bias. When we consider the posterior mode, this approach can be …