1. Home
  2. Journals
  3. Journal of Applied Econometrics
  4. Complementary Bayesian...
A. Ronald Gallant

complementary bayesian method of moments strategies (replication data)

Methodology is proposed that addresses two problems that arise in application of the generalized method of moments representation of the likelihood in Bayesian inference: (1) a missing Jacobian term and (2) a normality assumption. The proposals are illustrated by application to the seminal application of the generalized method of moments methodology in the econometric literature: an endowment economy whose representative agent has constant relative risk aversion utility.

Data and Resources

Suggested Citation

export
Gallant, A. Ronald (2020): Complementary Bayesian method of moments strategies (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022327.0713955791

Related Publication

Gallant, A. (2020), Complementary Bayesian Method Of Moments Strategies, Journal of Applied Econometrics, 35(4), 422-439. https://doi.org/10.1002/jae.2758