Set Identification, Moment Restrictions, and Inference
回顾了计量经济学中集合识别的研究进展，重点讨论线性矩约束下的部分识别问题，并介绍基于凸分析和检验反转的推断方法，适合对部分识别和矩不等式推断感兴趣的学者。
For the past 10 years, the topic of set identification has been much studied in the econometric literature. Classical inference methods have been generalized to the case in which moment inequalities and equalities define a set instead of a point. We review several instances of partial identification by focusing on examples in which the underlying economic restrictions are expressed as linear moments. This setting illustrates the fact that convex analysis helps not only for characterizing the identified set but also for inference. From this perspective, we review inference methods using convex analysis or inversion of tests and detail how geometric characterizations can be useful.