Supplement to "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities"

This appendix includes all proofs of results stated in the main text, a more detailed discussion of the examples introduced in Section 2.1, and the results of our Monte Carlo study.  The proof of each main result is contained in its own Appendix, which also includes a discussion of the strategy of proof and the role of the auxiliary results.

Supplemental Authors: 
Hiroaki Kaido and Andres Santos