This paper is concerned with tests and confidence intervals for parameters that are not necessarily point identified and are defined by moment inequalities. In the literature, different test statistics, critical-value methods, and implementation methods (i.e., the asymptotic distribution versus...

In this paper, we consider the empirical problem of estimating the underlying profit function of firms from “revealed choice” data on entry in a cross-section of oligopoly markets. One problem faced in the earlier literature is the problem of multiple equilibrium, which makes traditional...

This paper is concerned with tests and confidence intervals for partially-identified parameters that are defined by moment inequalities and equalities. In the literature, different test statistics, critical value methods, and implementation methods (i.e., asymptotic distribution versus the...