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...

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of interest is partially identified by a...

This paper studies the inference problem of an infinite‐dimensional parameter with a shape restriction. This parameter is identified by arbitrarily many unconditional moment equalities. The shape restriction leads to a convex restriction set. I propose a test of the shape restriction, which...

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound, and clr3bound provide bound estimates that can be used directly for estimation or to construct...