Bayesian inference for partially identified smooth convex models

DOI10.1016/J.JECONOM.2019.03.001zbMATH Open1452.62227OpenAlexW2924086783WikidataQ128128842 ScholiaQ128128842MaRDI QIDQ2000867FDOQ2000867

Anna Simoni, Yuan Liao

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.03.001

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zbMATH Keywords

support functionpartial identificationBernstein-von Mises theoremBayesian credible setsmoment inequality models

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

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Cited In (3)

• Bayesian analysis in moment inequality models
• Posterior-based Wald-type statistics for hypothesis testing
• Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true

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