Andrews, Donald W.K.; Shi, Xiaoxia - Cowles Foundation for Research in Economics, Yale University - 2010
parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument … functions, one can transform conditional moment inequalities/equalities into unconditional ones without losing identification … power. Based on the unconditional moment inequalities/equalities, we construct CS's by inverting Cramer-von Mises-type or …