This paper introduces a novel bootstrap procedure to perform inference in a wide class of partially identified econometric models. We consider econometric models defined by finitely many weak moment inequalities, -super-2 which encompass many applications of economic interest. The objective of...

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...