Inference in partially identified moment models via regularized optimal transport (opens in new tab)

arXiv:2512.18084v3 Announce Type: replace-cross Abstract: Many statistical and econometric problems involve parameters defined by moments of a joint distribution when only marginal distributions are observed, leading naturally to partial identification. We develop a methodology for identification, estimation, and inference in the corresponding partially identified GMM model. We characterize the sharp identified set for the parameter of interest via a support-function/optimal-transport (OT) re...