This paper develops a Bayesian approach to inference in a class of partially identified econometric models. Models in this class are characterized by a known mapping between a point identified reduced-form parameter μ and the identified set for a partially identified parameter θ . The approach...

This paper examines inference on regressions when interval data are available on one variable, the other variables being measured precisely. Let a population be characterized by a distribution "P"("y", "x", "v", "v"-sub-0, "v"-sub-1), where "y" is an element of "R"-super-1, "x" is an element of...

Identification in econometric models maps prior assumptions and the data to information about a parameter of interest. The partial identification approach to inference recognizes that this process should not result in a binary answer that consists of whether the parameter is point identified....

This paper explores the uniformity of inference for parameters of interest in nonlinear models with endogeneity. The notion of uniformity is fundamental in these models because due to potential endogeneity, the behavior of standard estimators of these parameters is shown to vary with where they...