We propose a bootstrap‐based calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector in moment (in)equality models. The method controls asymptotic coverage uniformly over a large class...

Nonseparable models do not impose any type of additivity between the unobserved part and the observable regressors, and are therefore ideal for many economic applications. To identify these models using the entire joint distribution of the data as summarized in regression quantiles, monotonicity...