Set Identified Linear Models

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Inference on Directionally Differentiable Functions (2014, methodology): “The next example concerns quantile models, as employed by Buchinsky (1994) to characterize the U.”
Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity (2016, methodology): “Moreover, since our moment inequalities, based on cyclic monotonicity, are linear in the model parameters, we can also utilize more specialized methods for models with nonsingleton, convex identified sets (Bontemps, Magnac, and Maurin (2012), Freyberger and Horowitz (2015)).”
Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities (2014, background): “This paper is also part of the larger literature on efficient estimation in econometrics, which has largely focused on finite dimensional parameters identified by moment equality restrictions; see Chamberlain (1987, 1992), Brown and Newey (1998), Ai and Chen (2009), Chen and Pouzo (2009) and referen”
Inference Based on Conditional Moment Inequalities (2013, background): “…is uniform over all possible true slackness functions.4 Then, one shows that the data-dependent critical value (the GMS critical value in the present case) is greater than or equal to the 1 quantile of the given function of the Gaussian process with probability that goes to one uniformly over…”