On limiting distribution of quasi-posteriors under partial identification

Wenxin Jiang

doi:10.1016/j.ecosta.2017.03.006

On limiting distribution of quasi-posteriors under partial identification

Wenxin Jiang

Statistics and Data Science

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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.

Original language	English (US)
Pages (from-to)	60-72
Number of pages	13
Journal	Econometrics and Statistics
Volume	3
DOIs	https://doi.org/10.1016/j.ecosta.2017.03.006
State	Published - Jul 1 2017

Keywords

Generalized method of moments
Interval data
Moment inequalities
Partial identification
Quasi-posterior
Total variation

ASJC Scopus subject areas

Statistics and Probability
Economics and Econometrics
Statistics, Probability and Uncertainty

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10.1016/j.ecosta.2017.03.006

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title = "On limiting distribution of quasi-posteriors under partial identification",

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",

author = "Wenxin Jiang",

year = "2017",

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doi = "10.1016/j.ecosta.2017.03.006",

language = "English (US)",

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N2 - 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.

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KW - Moment inequalities

KW - Partial identification

KW - Quasi-posterior

KW - Total variation

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ER -

On limiting distribution of quasi-posteriors under partial identification

Abstract

Keywords

ASJC Scopus subject areas

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