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Introduction to: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

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  • Eric Ghysels
  • George Tauchen

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  • Eric Ghysels & George Tauchen, 2016. "Introduction to: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 227-228.
    • Handle: RePEc:oup:jfinec:v:14:y:2016:i:2:p:227-228.
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    File URL: http://hdl.handle.net/10.1093/jjfinec/nbv009
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    Cited by:

    1. Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening, 2022. "Bayesian estimation of long-run risk models using sequential Monte Carlo," Journal of Econometrics, Elsevier, vol. 228(1), pages 62-84.

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