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Confidence sets for some partially identified parameters

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pp � = �0:4; 0; 0:4; 1(0 In Figure 2 below, we plotted the critical values forFigure 1.cv0:95 (0; 0; �) and ��1 :975) CIFP, CIS, and CIIM againstn�= max f�l; �ug.
Figure 2. Comparison of critical values
Table 1: Summary Statistics of DGP1: CPS Data
Table 4: Summary Statistics when � = 0p
+3

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