In this paper, we consider the nonparametric identification and estimation of the average effect of a dummy endogenous regressor in models where the regressors are weakly but not additively separable from the error term. The model is not required to be strictly increasing in the error term, and...

This paper considers the problem of testing a finite number of moment inequalities. We propose a two‐step approach. In the first step, a confidence region for the moments is constructed. In the second step, this set is used to provide information about which moments are “negative.” A...

This paper provides computationally intensive, yet feasible methods for inference in a very general class of partially identified econometric models. Let P denote the distribution of the observed data. The class of models we consider is defined by a population objective function Q(θ, P) for θ...