Revisiting Identification Concepts in Bayesian Analysis
Author
Abstract
Suggested Citation
DOI: https://doi.org/10.15609/annaeconstat2009.144.0001
Download full text from publisher
Other versions of this item:
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
References listed on IDEAS
- repec:adr:anecst:y:1986:i:4:p:04 is not listed on IDEAS
- Kleibergen, Frank & van Dijk, Herman K., 1998.
"Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures,"
Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
- Kleibergen, F.R. & van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Herman K. van Dijk, 1998. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.
- Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-183, January.
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
"Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,"
Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Frank Kleibergen & Sophocles Mavroeidis, 2014. "Identification Issues In Limited‐Information Bayesian Analysis Of Structural Macroeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1183-1209, November.
- A. Norets & X. Tang, 2014.
"Semiparametric Inference in Dynamic Binary Choice Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1229-1262.
- Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jean-Pierre Florens & Anna Simoni, 2012. "Regularized Posteriors in Linear Ill-Posed Inverse Problems," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 39(2), pages 214-235, June.
- Florens, J.-P. & Mouchart, M. & Rolin, J.-M., 1985. "On two definitions of identification," LIDAM Reprints CORE 638, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Brendan Kline & Elie Tamer, 2016.
"Bayesian inference in a class of partially identified models,"
Quantitative Economics, Econometric Society, vol. 7(2), pages 329-366, July.
- Tamer, Elie & Kline, Brendan, 2016. "Bayesian inference in a class of partially identified models," Scholarly Articles 30780157, Harvard University Department of Economics.
- Raffaella Giacomini & Toru Kitagawa, 2021.
"Robust Bayesian Inference for Set‐Identified Models,"
Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
- Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2020. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP12/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Liao, Yuan & Simoni, Anna, 2019.
"Bayesian inference for partially identified smooth convex models,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
- Yuan Liao & Anna Simoni, 2019. "Bayesian inference for partially identified smooth convex models," Post-Print hal-03089881, HAL.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018.
"Monte Carlo Confidence Sets for Identified Sets,"
Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence Sets for Identified Sets," Papers 1605.00499, arXiv.org, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
- Jean-Pierre Florens & Michel Mouchart, 1986. "Exhaustivité, ancillarité et identification en statistique bayesienne," Annals of Economics and Statistics, GENES, issue 4, pages 63-93.
- Chernozhukov, Victor & Hong, Han, 2003.
"An MCMC approach to classical estimation,"
Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
- Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org.
- Gustafson Paul, 2010. "Bayesian Inference for Partially Identified Models," The International Journal of Biostatistics, De Gruyter, vol. 6(2), pages 1-20, March.
- McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
- Poirier, Dale J., 1998. "Revising Beliefs In Nonidentified Models," Econometric Theory, Cambridge University Press, vol. 14(4), pages 483-509, August.
- FLORENS, Jean-Pierre & MOUCHART, Michel, 1986. "Exhaustivité, ancillarité et identification en statistique bayésienne," LIDAM Reprints CORE 750, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Emanuele Bacchiocchi & Toru Kitagawa, 2020.
"Locally- but not globally-identified SVARs,"
CeMMAP working papers
CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
- Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022.
"Uncertain identification,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2021.
"Robust Bayesian Inference for Set‐Identified Models,"
Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
- Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2020. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP12/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Francesca Molinari, 2020.
"Microeconometrics with Partial Identi?cation,"
CeMMAP working papers
CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, 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.
- Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022.
"Posterior-based Wald-type statistics for hypothesis testing,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
- 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.
- Liao, Yuan & Simoni, Anna, 2019.
"Bayesian inference for partially identified smooth convex models,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
- Yuan Liao & Anna Simoni, 2019. "Bayesian inference for partially identified smooth convex models," Post-Print hal-03089881, HAL.
- Kline, Brendan, 2024. "Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true," Journal of Econometrics, Elsevier, vol. 240(1).
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016.
"MCMC Confidence sets for Identified Sets,"
Cowles Foundation Discussion Papers
2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018.
"Monte Carlo Confidence Sets for Identified Sets,"
Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence Sets for Identified Sets," Papers 1605.00499, arXiv.org, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020.
"Posterior distribution of nondifferentiable functions,"
Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
- Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior distribution of nondifferentiable functions," CeMMAP working papers CWP17/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Toru Kitagawa & José Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior Distribution of Nondifferentiable Functions," Working Papers 147, Peruvian Economic Association.
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2022.
"Robust Bayesian inference in proxy SVARs,"
Journal of Econometrics, Elsevier, vol. 228(1), pages 107-126.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019. "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers CWP38/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2020. "Robust Bayesian inference in proxy SVARs," CeMMAP working papers CWP13/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2020. "Robust Bayesian Inference in Proxy SVARs," CEPR Discussion Papers 14626, C.E.P.R. Discussion Papers.
- Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," Papers 2011.07276, arXiv.org.
- A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2018. "The Dynamic Spillovers of Entry: An Application to the Generic Drug Industry," Management Science, INFORMS, vol. 64(3), pages 1189-1211, March.
- Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
- Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
- Jiang, Wenxin, 2017. "On limiting distribution of quasi-posteriors under partial identification," Econometrics and Statistics, Elsevier, vol. 3(C), pages 60-72.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
More about this item
Keywords
Minimal Sufficiency; Exact Estimability; Set identification; Dirichlet Process; Capacity Functional; Nonparametric Models;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:adr:anecst:y:2021:i:144:p:1-38. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Secretariat General or Laurent Linnemer (email available below). General contact details of provider: https://edirc.repec.org/data/ensaefr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.