A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models

In this note, we provide the application of HCCME-type refinements to nonlinear GMM models with Bayesian interpretations.

► There are several bias-correction methods for nonlinear GMM models based on the HCCME. ► One can recast frequentist procedures in terms of posterior Bayesian analysis. ► We provide the application of the HCCME to nonlinear GMM models with Bayesian interpretations.