Kline, Brendan; Tamer, Elie T. - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 329-366
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...