27 citations · 28 across the 9 of their papers we have counts for
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math.ST2021
Bayesian Estimation and Comparison of Conditional Moment Models
Siddhartha Chib, Minchul Shin, Anna Simoni
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponen…
econ.EM2021★ 1 cited
Revisiting identification concepts in Bayesian analysis
Jean-Pierre Florens, Anna Simoni
This paper studies the role played by identification in the Bayesian analysis of statistical and econometric models. First, for unidentified models we demonstrate that there are si…