We consider inference based on linear conditional moment inequalities, which arise in a wide variety of economic applications, including many structural models. We show that linear conditional structure greatly simplifies confidence set construction, allowing for computationally tractable...

We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in settings with nuisance parameters. We first introduce least...