Supplement to "Monte Carlo Confidence Sets for Identified Sets"

This Online Supplemental Material consists of the following sections:

E. Verification of main conditions for uniformity in examples
F. Proofs of all the results in the main text and additional results

Supplemental Authors: 
Chen, Xiaohong - Yale
Christensen, Timothy - New York University
Tamer, Elie - Harvard University
Online Appendix