33 citations · 115 across the 11 of their papers we have counts for
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stat.CO2018★ 2 cited
Adaptive MCMC for Generalized Method of Moments with Many Moment Conditions
Masahiro Tanaka
A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GM…
stat.ME2018★ 14 cited
Bayesian Inference of Local Projections with Roughness Penalty Priors
Masahiro Tanaka
A local projection is a statistical framework that accounts for the relationship between an exogenous variable and an endogenous variable, measured at different time points. Local…