Data And Programs - Supplement to "Sharp Identification Regions in Models with Convex Moment Predictions"
Arie Beresteanu, Ilya Molchanov, and Francesca Molinari
Description: A zip file containing Fortran and Matlab programs to replicate the simulation results appearing in the manuscript.
Extensions - Supplement to "Sharp Identification Regions in Models with Convex Moment Predictions"
Arie Beresteanu, Ilya Molchanov, and Francesca Molinari
Description: This supplement includes five appendices which illustrate how to build confidence sets for the sharp identification regions, and apply the methodology provided in the manuscript to additional models with convex moment predictions.