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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

Generalised method of moments with latent variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model. Provided there were no latent variables. The contribution of this paper is the same. With...

Persistent link: https://www.econbiz.de/10010368208