guide-inequalities

R 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.R: Replicates Table 1, Panel A in Section 8.1.
• table_1b.R: Replicates Table 1, Panel B in Section 8.1.
• table_2.R: Replicates Table 2 in Section 8.2.1.
• table_4.R: Replicates Table 4 in Section 8.2.3.

Functions

These auxiliary functions are contained in bundled ineqfunctions library:

• base_sn
• cvalue_eb2s
• cvalue_sn2s
• cvalue_sn
• find_dist
• get_bootstrap_indices
• g_restriction
• m_function
• m_fun_lower
• m_fun_upper
• m_hat

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