Similar Search Results

Reflections on the probability space induced by moment conditions with implications for Bayesian inference

Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 229-247

Persistent link: https://www.econbiz.de/10011588992

Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments

Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 284-294

Persistent link: https://www.econbiz.de/10011591037

Nonparametric Bayes subject to overidentified moment conditions

Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10013441713

Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State

Gallant, A. Ronald - 2012

We consider dynamic games that can have state variables that are partially observed, serially correlated, endogenous, and heterogeneous. We propose a Bayesian method that uses a particle filter to compute an unbiased estimate of the likelihood within a Metropolis chain. Unbiasedness guarantees...

Persistent link: https://www.econbiz.de/10013111972