credibility levels affects the MTE and PRTE's identified set. Second, it can be used to test model specifications and hypotheses …

In many set identified models, it is difficult to obtain a tractable characterization of the identified set, therefore …, empirical works often construct confidence region based on an outer set of the identified set. Because an outer set is always a … superset of the identified set, this practice is often viewed as conservative yet valid. However, this paper shows that, when …

credibility levels affects the MTE and PRTE's identified set. Second, it can be used to test model specifications and hypotheses …

In many set identified models, it is difficult to obtain a tractable characterization of the identified set, therefore …, empirical works often construct confidence region based on an outer set of the identified set. Because an outer set is always a … superset of the identified set, this practice is often viewed as conservative yet valid. However, this paper shows that, when …

identified set if it is convex. Otherwise, the method provides posterior inference about the convex hull of the identified set …