Bayesian inference for partially identified smooth convex models
type: Item
instance of: scholarly article
title: Bayesian inference for partially identified smooth convex models
zbMATH Open document ID: 1452.62227
author: Yuan Liao
author: Anna Simoni
published in: Journal of Econometrics
publication date: 2019-07-01T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7075183
zbMATH Keywords: partial identification
zbMATH Keywords: Bayesian credible sets
zbMATH Keywords: Bernstein-von Mises theorem
zbMATH Keywords: support function
zbMATH Keywords: moment inequality models
MaRDI profile type: Publication
full work available at URL: j.jeconom.2019.03.001
OpenAlex ID: W2924086783
cites work: VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
cites work: Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
cites work: Sharp identification regions in models with convex moment predictions
cites work: Asymptotic Properties for a Class of Partially Identified Models
cites work: Q4277836
cites work: The semiparametric Bernstein-von Mises theorem
cites work: Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
cites work: Set identified linear models
cites work: Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
cites work: Inference for subvectors and other functions of partially identified parameters in moment inequality models
cites work: EL inference for partially identified models: large deviations optimality and bootstrap validity
cites work: A Bernstein-von Mises theorem for smooth functionals in semiparametric models
cites work: Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter
cites work: Monte Carlo Confidence Sets for Identified Sets
cites work: Estimation and Confidence Regions for Parameter Sets in Econometric Models
cites work: Inference on sets in finance
cites work: Posterior consistency of Dirichlet mixtures in density estimation
cites work: Consistent semiparametric Bayesian inference about a location parameter.
cites work: Optimal rates of convergence for convex set estimation from support functions
cites work: On the behaviour of Bayesian credible intervals in partially identified models
cites work: Confidence Intervals for Partially Identified Parameters
cites work: Confidence Intervals for Projections of Partially Identified Parameters
cites work: Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
cites work: Quasi-Bayesian analysis of nonparametric instrumental variables models
cites work: Bayesian inference in a class of partially identified models
cites work: On the Bernstein-von Mises phenomenon in the Gaussian white noise model
cites work: Bayesian analysis in moment inequality models
cites work: A general projection framework for constrained smoothing.
cites work: Inference on Regressions with Interval Data on a Regressor or Outcome
cites work: Bayesian and frequentist inference in partially identified models
cites work: Bayesian regression with nonparametric heteroskedasticity
cites work: Semiparametric Inference in Dynamic Binary Choice Models
cites work: Bernstein-von Mises theorem for linear functionals of the density
cites work: Convex Analysis
cites work: Inference for the Identified Set in Partially Identified Econometric Models
cites work: Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
cites work: Q4272476
cites work: Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
cites work: More on Confidence Intervals for Partially Identified Parameters
cites work: Coverage probability bias, objective Bayes and the likelihood principle
cites work: Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
cites work: Q4781634
cites work: On rates of convergence for posterior distributions in infinite-dimensional models
Wikidata QID: Q128128842
DOI: 10.1016/J.JECONOM.2019.03.001
description: scientific article; zbMATH DE number 7075183