Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Posterior consistency of nonparametric conditional moment restricted
  models   This paper addresses the estimation of the nonparametric conditional moment
restricted model that involves an infinite-dimensional parameter $g_0$. We
estimate it in a quasi-Bayesian way, based on the limited information
likelihood, and investigate the impact of three types of priors on the
posterior consistency: (i) truncated prior (priors supported on a bounded set),
(ii) thin-tail prior (a prior that has very thin tail outside a growing bounded
set) and (iii) normal prior with nonshrinking variance. In addition, $g_0$ is
allowed to be only partially identified in the frequentist sense, and the
parameter space does not need to be compact. The posterior is regularized using
a slowly growing sieve dimension, and it is shown that the posterior converges
to any small neighborhood of the identified region. We then apply our results
to the nonparametric instrumental regression model. Finally, the posterior
consistency using a random sieve dimension parameter is studied.

18
The categories of this paper are: econ
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
23
The categories of this paper are: solv-int
33
The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th