3 papers
econ.EM2026
Nonparametric Bayesian Inference for Partially Identified Discrete Response Models
Elie Tamer, Christopher D. Walker
This paper proposes a nonparametric Bayesian inference framework for partially identified discrete response models. The key observation is that these models map a reduced-form cond…
math.ST2023
Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model
Christopher D. Walker
I prove a semiparametric Bernstein-von Mises theorem for a partially linear regression model with independent priors for the low-dimensional parameter of interest and the infinite-…
econ.EM2020
Inference for Moment Inequalities: A Constrained Moment Selection Procedure
Rami V. Tabri, Christopher D. Walker
Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance…