Showing econ.EMShow all
3 papers · 1 filter
econ.EM2025
Generalized Bayes in Conditional Moment Restriction Models
Sid Kankanala
This paper develops a generalized (quasi-) Bayes framework for conditional moment restriction models, where the parameter of interest is a nonparametric structural function of endo…
econ.EM2023
On Gaussian Process Priors in Conditional Moment Restriction Models
Sid Kankanala
This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive…
econ.EM2023
Quasi-Bayes in Latent Variable Models
Sid Kankanala
Latent variable models are widely used to account for unobserved determinants of economic behavior. This paper introduces a quasi-Bayes approach to nonparametrically estimate a lar…