Practical and theoretical advances in inference for partially identified models

IA Canay, AM Shaikh - Advances in Economics and …, 2017 - books.google.com
partially identified models. After reviewing some basic concepts, including the definition of a
partially identified model and the identified … confidence regions in partially identified settings. …

Bayesian inference for partially identified models

P Gustafson - The international journal of biostatistics, 2010 - degruyter.com
Partially identified models can arise, whereby the identification region for a target parameter
… reviews the use of Bayesian inference in partially identified models, and describes the large-…

Asymptotic properties for a class of partially identified models

A Beresteanu, F Molinari - Econometrica, 2008 - Wiley Online Library
… for partially identified population features for which the population identification region can
be … Examples of population features in this class include interval-identified scalar parameters, …

Bayesian inference in a class of partially identified models

B Kline, E Tamer - Quantitative Economics, 2016 - Wiley Online Library
… Intuitively, the identified set in a partially identified model is itself a point identified quantity, …
This shows that essentially any partially identified model, with discretized observables, fits …

Bayesian and frequentist inference in partially identified models

HR Moon, F Schorfheide - Econometrica, 2012 - Wiley Online Library
… of partially identified models.… for a partially identified model with binary misclassification.
Moreover, Liao and Jiang (2010) analyzed posterior distributions for moment inequality models

Partially identified econometric models

PCB Phillips - Econometric Theory, 1989 - cambridge.org
… of partially identified modelpartially spurious) and others are not As our analysis will show?
such time series spurious regressions have a close formal similarity with partially identified

[图书][B] Bayesian inference for partially identified models: Exploring the limits of limited data

P Gustafson - 2015 - books.google.com
… can perform useful inference for any partially identified model. We need to understand the
… Thus we need to consider the performance of Bayesian procedures in partially identified con…

Inference for the identified set in partially identified econometric models

JP Romano, AM Shaikh - Econometrica, 2010 - Wiley Online Library
… for inference in a very general class of partially identified econometric models. Let P denote
the distribution of the observed data. The class of models we consider is defined by a pop…

Bootstrap inference in partially identified models defined by moment inequalities: Coverage of the identified set

FA Bugni - Econometrica, 2010 - Wiley Online Library
… In this paper, we consider partially identified models defined … sets for our class of partially
identified models. In large samples, … tial procedures for partially identified models. The ultimate …

Inference for identifiable parameters in partially identified econometric models

JP Romano, AM Shaikh - Journal of Statistical Planning and Inference, 2008 - Elsevier
… In this section, we provide motivation for our study of partially identified models by describing
several specific examples of such models. We will return to these examples repeatedly in …