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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…