Chernozhukov, Victor; Sokbae 'Simon' Lee; Rosen, Adam - Centre for Microdata Methods and Practice (CEMMAP) - 2011
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach...