{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,28]],"date-time":"2026-09-28T17:05:25Z","timestamp":1790615125779,"version":"4.1.0"},"reference-count":57,"publisher":"Oxford University Press (OUP)","issue":"1","license":[{"start":{"date-parts":[[2022,3,15]],"date-time":"2022-03-15T00:00:00Z","timestamp":1647302400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,1,12]]},"abstract":"<jats:title>Abstract<\/jats:title>\n                  <jats:p>We propose a simple test for moment inequalities that has exact size in normal models with known variance and has uniformly asymptotically exact size under asymptotic normality. The test compares the quasi-likelihood ratio statistic to a chi-squared critical value, where the degree of freedom is the rank of the inequalities that are active in finite samples. The test requires no simulation and thus is computationally fast and especially suitable for constructing confidence sets for parameters by test inversion. It uses no tuning parameter for moment selection and yet still adapts to the slackness of the moment inequalities. Furthermore, we show how the test can be easily adapted to inference on subvectors in the common empirical setting of conditional moment inequalities with nuisance parameters entering linearly. User-friendly Matlab code to implement the test is provided.<\/jats:p>","DOI":"10.1093\/restud\/rdac015","type":"journal-article","created":{"date-parts":[[2022,3,14]],"date-time":"2022-03-14T08:09:21Z","timestamp":1647245361000},"page":"201-228","source":"Crossref","is-referenced-by-count":22,"title":["Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models"],"prefix":"10.1093","volume":"90","author":[{"given":"Gregory","family":"Cox","sequence":"first","affiliation":[{"name":"National University of Singapore Department of Economics,"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Xiaoxia","family":"Shi","sequence":"additional","affiliation":[{"name":"University of Wisconsin-Madison Department of Economics,"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2022,3,15]]},"reference":[{"key":"2023011208524010200_B1","doi-asserted-by":"crossref","first-page":"2805","DOI":"10.3982\/ECTA8166","article-title":"Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure","volume":"80","author":"ANDREWS,","year":"2012","journal-title":"Econometrica"},{"key":"2023011208524010200_B2","doi-asserted-by":"crossref","first-page":"669","DOI":"10.1017\/S0266466608090257","article-title":"Validity of Subsampling and \u201cPlug-In Asymptotic\u201d Inference for Parameters Defined by Moment Inequalities","volume":"25","author":"ANDREWS,","year":"2009","journal-title":"Econometric Theory"},{"key":"2023011208524010200_B3","doi-asserted-by":"crossref","first-page":"119","DOI":"10.3982\/ECTA7502","article-title":"Inference for Parameters Defined by Moment Inequalities using Generalized Moment Selection","volume":"78","author":"ANDREWS,","year":"2010","journal-title":"Econometrica"},{"key":"2023011208524010200_B4","doi-asserted-by":"crossref","first-page":"609","DOI":"10.3982\/ECTA9370","article-title":"Inference Based on Conditional Moment Inequalities","volume":"81","author":"ANDREWS,","year":"2013","journal-title":"Econometrica"},{"key":"2023011208524010200_B5","doi-asserted-by":"crossref","DOI":"10.3386\/w26374","article-title":"Inference for Linear Conditional Moment Inequalities","author":"ANDREWS,","year":"2019"},{"key":"2023011208524010200_B6","doi-asserted-by":"crossref","first-page":"1773","DOI":"10.1257\/aer.102.5.1773","article-title":"A Field Study on Matching with Network Externalities","volume":"102","author":"BACCARA,","year":"2012","journal-title":"American Economic Review"},{"key":"2023011208524010200_B7","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-58152-6","volume-title":"Linear Programming Duality: An Introduction to Oriented Matroids","author":"BACHEM,","year":"1992"},{"key":"2023011208524010200_B8","first-page":"1","article-title":"A Two-Step Method for Testing Many Moment Inequalities","author":"BAI,","year":"2021","journal-title":"Journal of Business & Economic Statistics"},{"key":"2023011208524010200_B9","doi-asserted-by":"crossref","first-page":"1331","DOI":"10.1111\/j.1468-0262.2007.00796.x","article-title":"Estimating Dynamic Models of Imperfect Competition","volume":"75","author":"BAJARI,","year":"2007","journal-title":"Econometrica"},{"key":"2023011208524010200_B10","doi-asserted-by":"crossref","first-page":"239","DOI":"10.1111\/j.2517-6161.1961.tb00410.x","article-title":"A Test of Homogeneity of Means under Restricted Alternatives","volume":"23","author":"BARTHOLOMEW,","year":"1961","journal-title":"Journal of the Royal Statistical Society. 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