Bayesian and Frequentist Inference in Partially Identified Models
---- Acknowledgements ----
We thank seminar participants at the 2007 NASM, the 2008 SETA, Boston College, Johns Hopkins, Ohio State, Rice, UC Davis, UC Irvine, UCLA, and Vanderbilt for helpful comments. Moon gratefully acknowledges financial support from the USC Faculty Development Award. Schorfheide gratefully acknowledges financial support from the Alfred P. Sloan Foundation and the National Science Foundation under Grant SES 0617803. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.