first-order local identification failure with dependent data. More specifically, we obtain conditions under which the … identification fails but global identification is still attainable. In the process, we derive some novel intermediate results that … include extending the first- and second-order local identification framework to models defined by conditional moment …

, researchers often rely on nonsharp identification conditions, and empirical results are often based on an outer set of the … identified set. However, this paper shows that when the model is refuted by the data, two sets of nonsharp identification …