This function computes the critical value following the algorithm of Section 4.3 in Bei (2024).
get.cvLLn(
BetaI.r,
data,
t,
hp,
c,
r,
par.space,
inst.func.evals = NULL,
alpha = 0.95
)
The critical value for the test statistic.
Matrix containing in its columns the minimizers of the S-function leading to the test statistic.
Data frame.
Time point of interest. Also allowed to be a vector of time points (used in estimating the model under assumed time- independent coefficients).
List of hyperparameters.
Projection vector.
Result of projection of parameter vector onto c
.
Bounds on the parameter space.
Matrix of precomputed instrumental function
evaluations for each observation in the data set. If NULL
, the
evaluations will be computed during execution of this function. Default is
inst.func.evals = NULL
.
Confidence level.
Bei, X. (2024). Local linearieation based subvector inference in moment inequality models. Journal of Econometrics. 238:105549-