While applications of big data analytics have brought many new opportunities to economic research, with datasets containing tens of millions of observations, making usual econometric inferences based on extreme estimators would require huge computing powers and memories that are often not...

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...