guide-inequalities

MATLAB Code for “A User’s Guide for Inference in Models Defined by Moment Inequalities”

This folder contains MATLAB to replicate the results in the paper “A User’s Guide for Inference in Models Defined by Moment Inequalities” by Canay, Illanes, and Velez available here. The code is organized with five table files and a folder with auxiliary functions.

Table Files

The table files are:

• table_1a.m: Replicates Table 1, Panel A in Section 8.1.
• table_1b.m: Replicates Table 1, Panel B in Section 8.1.
• table_2.m: Replicates Table 2 in Section 8.2.1.
• table_3.m: Replicates Table 3 in Section 8.2.2.
• table_4.m: Replicates Table 4 in Section 8.2.3.

Functions

The auxiliary functions are contained in the folder 1_functions and have the following dependency structure:

Table 1 and 2

G_restriction:
  - m_function:
      - MomentFunct_L
      - MomentFunct_U
  - m_hat
  - cvalue_SN2S:
      - cvalue_SN
  - cvalue_EB2S

Table 3

compute_An_vec:
  - m_function:
      - MomentFunct_L
      - MomentFunct_U
  - std_B_vec:
      - m_hat
  - An_star:
      - m_hat

G_restriction:
  - m_function:
      - MomentFunct_L
      - MomentFunct_U
  - m_hat
  - cvalue_SN2S:
      - cvalue_SN
  - cvalue_EB2S:
  - cvalue_SPUR1:
      - std_B_vec:
          - m_hat
      - Tn_star:
          - m_hat

Table 4

G_restriction_fmin:
  - m_functionv2:
      - MomentFunct_Lv2
      - MomentFunct_Uv2
  - m_functionv3:
      - MomentFunct_Lv2
      - MomentFunct_Uv2
      - find_dist
  - m_hat
  - cvalue_SN
  - cvalue_SN2S
  - cvalue_EB2S

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