Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - 2010
We provide a tractable characterization of the sharp identification region of the parameters θ in a broad class of … model predictions can be represented as the Aumann expectation of a properly defined random set. The sharp identification … verify whether a candidate θ is in Θ1. We use examples analyzed in the literature to illustrate the gains in identification …