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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
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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
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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
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Complementary Bayesian method of moments strategies
Gallant, A. Ronald - In: Journal of Applied Econometrics 35 (2020) 4, pp. 422-439
Persistent link: https://www.econbiz.de/10012273429
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Tapping the supercomputer under your desk : solving dynamic equilibrium models with graphics processors
Aldrich, Eric M.; Fernández-Villaverde, Jesús; … - 2010
Persistent link: https://www.econbiz.de/10003964221
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Generalized method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010206776
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Comments on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Amengual, Dante; Sentana, Enrique - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 248-252
Persistent link: https://www.econbiz.de/10011591026
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Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Geweke, John - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 253-257
Persistent link: https://www.econbiz.de/10011591027
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Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Kim, Chae-yŏng - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 258-260
Persistent link: https://www.econbiz.de/10011591028
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Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Linton, Oliver; Wu, Ruochen - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 261-264
Persistent link: https://www.econbiz.de/10011591029