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....

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...