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Bernstein-Von Mises theorems
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curved exponential family
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increasing dimension
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multinomial model with moment restrictions
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multivariate linear models
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seemingly unrelated regression
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Belloni, Alexandre
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Chernozhukov, Victor
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cemmap working paper
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Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre
;
Chernozhukov, Victor
-
2013
to high-dimensional versions of the classical econometric models including the
multinomial
model
with moment restrictions …
Persistent link: https://www.econbiz.de/10010368205
Saved in:
2
Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre
;
Chernozhukov, Victor
-
2013
to high-dimensional versions of the classical econometric models including the
multinomial
model
with moment restrictions …
Persistent link: https://www.econbiz.de/10010368239
Saved in:
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