Complementary Bayesian method of moments strategies

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2 Scopus citations


Methodology is proposed that addresses two problems that arise in application of the generalized method of moments representation of the likelihood in Bayesian inference: (1) a missing Jacobian term and (2) a normality assumption. The proposals are illustrated by application to the seminal application of the generalized method of moments methodology in the econometric literature: an endowment economy whose representative agent has constant relative risk aversion utility.

Original languageEnglish (US)
Pages (from-to)422-439
Number of pages18
JournalJournal of Applied Econometrics
Issue number4
StatePublished - Jun 1 2020

All Science Journal Classification (ASJC) codes

  • Social Sciences (miscellaneous)
  • Economics and Econometrics


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