Article ID Journal Published Year Pages File Type
5060258 Economics Letters 2012 4 Pages PDF
Abstract

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.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
Authors
, ,