This paper develops a framework for estimating Quantal Response Equilibrium models from experimental data using Bayesian techniques. Bayesian techniques offer some advantages over the more commonly-used maximum likelihood approach: (i) the accuracy of the posterior simulation is limited by...

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...