This file contains the description of the programs for replicating results in 
"Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities"
by Hiroaki Kaido and Andres Santos.

The programs use free Matlab toolboxes YALMIP and MPT,
available at http://users.isy.liu.se/johanl/yalmip/ and http://control.ee.ethz.ch/~mpt/.
Before running the programs, please add Matlab path to the folders under which 
YALMIP and MPT are stored.

LIST OF FILES & DIRECTORIES
1. population.m: This program computes the population support function, Lagrange multipliers, and the two boundary points of the identified set used for hypothesis testing. 
The user must run this program first before running ConfSet_KS.m and ConfSet_Uni.m.

2. MakeFigure.m: This program produces Figure 1 in the Supplemental Appendix.

3. ConfSet_KS.m: This program runs the simulations for each value of K and C,
save all results for the efficient estimator.

4. ConfSet_Uni.m: This program runs the simulations for each value of K and C,
save all results for the uniformly valid procedures (Andrews and Soares 2010, Bugni 2010).

5. ReturnFilled.m: This program takes a set of vertices and returns a matrix of points
inside the convex hull of the vertices. This program is called from ConfSet_Uni.m.

6. /mat: This subdirectory contains Matlab mat files produced by population.m.
Simulation results will also be saved in this directory. 

7. /figures: This subdirectory does not contain any file. A figure will be saved in this directory after running MakeFigure.m 

More detailed instructions are provided in the beginning of each of the programs.

