Bugni, Federico; Canay, Ivan; Shi, Xiaoxia - Centre for Microdata Methods and Practice (CEMMAP) - 2014
This paper introduces a new hypothesis test for the null hypothesis H0 : f(θ) = ϒ0, where f(.) is a known function, ϒ0 is a known constant, and θ is a parameter that is partially identied by a moment (in)equality model. The main application of our test is sub-vector inference in...