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 | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
-
Kim, Jae-Young, (2014)
-
Yang, Minxian, (2014)
-
Bonhomme, Stéphane, (2021)
- More ...
-
Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng, (1995)
-
Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng, (1995)
-
Kim, Chae-yŏng, (1995)
- More ...