Bayesian and Frequentist Inference in Partially Identified Models

Econometrica

Volumn 80, Issue 2, 2012, Pages 755-782

  Moon, Hyungsik Roger ^a,b   Schorfheide, Frank ^c,d  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Bayesian inference; Entry games; Frequentist confidence sets; Partially identified models

Indexed keywords

EID: 84858592506     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA8360     Document Type: Article

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