Inference for Parameters Dened by Moment Inequalities: A Recommended Moment Selection Procedure

Supplemental Material to Inference for Parameters Dened by Moment Inequalities: A Recommended Moment Selection Procedure

Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

This paper is concerned with tests and confidence intervals for partially-identified parameters that are defined by moment inequalities and equalities. In the literature, different test statistics, critical value methods, and implementation methods (i.e., asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare a wide variety of these methods. We provide a rec...

Inference for Parameters Defined by Moment Inequalities: a Recommended Moment Selection Procedure by Donald

This paper is concerned with tests and confidence intervals for parameters that are not necessarily point identified and are defined by moment inequalities. In the literature, different test statistics, critical-value methods, and implementation methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods. We provide a recommended ...

Supplemental Material to Inference for Parameters Defined by Moment Inequalities : A Recommended Moment Selection Procedure

Berry for numerous discussions and comments and the co-editor and three referees for comments.

INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES: A RECOMMENDED MOMENT SELECTION PROCEDURE By

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