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

Eric Lin and Ta-Sheng Chou

Economics Letters, 2012, vol. 116, issue 3, 494-497

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

Keywords: Eicker–White HCCME; GMM; Nonlinear model; Bayesian bootstrap (search for similar items in EconPapers)
JEL-codes: C11 C12 C13 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:116:y:2012:i:3:p:494-497

DOI: 10.1016/j.econlet.2012.04.058

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