Bayesian Inference in a Class of Partially Identified Models

@inproceedings{Kline2015BayesianII,
  title={Bayesian Inference in a Class of Partially Identified Models},
  author={Brendan Kline and Elie Tamer},
  year={2015}
}
This paper develops a Bayesian approach to inference in an empirically relevant 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 maps posterior inference about μ to… CONTINUE READING