On limiting distribution of quasi-posteriors under partial identification

Wenxin Jiang

Econometrics and Statistics, 2017, vol. 3, issue C, 60-72

Abstract: The limiting distribution (in total variation) is established for the quasi posteriors based on moment conditions, which only partially identify the parameters of interest. Some examples are discussed.

Keywords: Generalized method of moments; Interval data; Moment inequalities; Partial identification; Quasi-posterior; Total variation (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:3:y:2017:i:c:p:60-72

DOI: 10.1016/j.ecosta.2017.03.006

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