IDEAS home Printed from
MyIDEAS: Login to save this article or follow this journal

Partial Identification in Econometrics

  • Elie Tamer


    (Department of Economics, Northwestern University, Evanston, Illinois 60208)

Registered author(s):

    Identification in econometric models maps prior assumptions and the data to information about a parameter of interest. The partial identification approach to inference recognizes that this process should not result in a binary answer that consists of whether the parameter is point identified. Rather, given the data, the partial identification approach characterizes the informational content of various assumptions by providing a menu of estimates, each based on different sets of assumptions, some of which are plausible and some of which are not. Of course, more assumptions beget more information, so stronger conclusions can be made at the expense of more assumptions. The partial identification approach advocates a more fluid view of identification and hence provides the empirical researcher with methods to help study the spectrum of information that we can harness about a parameter of interest using a menu of assumptions. This approach links conclusions drawn from various empirical models to sets of assumptions made in a transparent way. It allows researchers to examine the informational content of their assumptions and their impacts on the inferences made. Naturally, with finite sample sizes, this approach leads to statistical complications, as one needs to deal with characterizing sampling uncertainty in models that do not point identify a parameter. Therefore, new methods for inference are developed. These methods construct confidence sets for partially identified parameters, and confidence regions for sets of parameters, or identifiable sets.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: Full text downloads are only available to subscribers. Visit the abstract page for more information.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Annual Reviews in its journal Annual Review of Economics.

    Volume (Year): 2 (2010)
    Issue (Month): 1 (09)
    Pages: 167-195

    in new window

    Handle: RePEc:anr:reveco:v:2:y:2010:p:167-195
    Contact details of provider: Postal: Annual Reviews 4139 El Camino Way Palo Alto, CA 94306, USA
    Web page:

    Order Information: Web:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:anr:reveco:v:2:y:2010:p:167-195. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (

    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 references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.