Bayesian inference for partially identified smooth convex models
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DOI: 10.1016/j.jeconom.2019.03.001
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- Liao, Yuan & Simoni, Anna, 2019. "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
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- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Brendan Kline & Elie Tamer, 2024. "Counterfactual Analysis in Empirical Games," Papers 2410.12731, arXiv.org.
- Alvarez, Luis Antonio, 2023. "Approximate Bayesian Computation for Partially Identified Models," MPRA Paper 117339, University Library of Munich, Germany.
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- Li, Yong & Liu, Xiaobin & Zeng, Tao & Yu, Jun, 2018. "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers 8-2018, Singapore Management University, School of Economics.
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- Kline, Brendan, 2024. "Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true," Journal of Econometrics, Elsevier, vol. 240(1).
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JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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