Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
比较了矩不等式定义参数的不同检验统计量、临界值方法和实施方法，推荐了最优的矩选择临界值和数据依赖的调整参数选择程序。
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 the bootstrap) have been proposed. In this paper, we compare these methods. We provide a recommended test statistic, moment selection critical value, and implementation method. We provide data-dependent procedures for choosing the key moment selection tuning parameter κ and a size-correction factor η.