This paper considers regression models for cross-section data that exhibit cross-section dependence due to common …) estimators in this context. The results of the paper allow for any form of cross-section dependence and heterogeneity across …

dependence to the i.i.d. binomial case. Furthermore, we show that the expected payoff of a European call option in the …

In parametric models a sufficient condition for local identification is that the vector of moment conditions is … imply local identification. It turns out these conditions are slightly stronger than needed and are hard to check, so we …

identification in a variety of models from nonparametric instrumental variable regression to non-classical measurement error models … and a wide range of strengths of dependence. Examples of L^2-incomplete distributions also are provided. …

's robust to such identification problems. The results apply to a class of extremum estimators and corresponding tests and CS … the parameter that determines the strength of identification. This covers a class of models estimated using maximum … sense) of standard and identification-robust tests and CS's are established. The results are applied to the ARMA(1, 1) time …

perspective and investigate the identification problem under concerns for robustness to private information. The presence of … private information leads to set rather than point identification of the structural parameters of the game. …

reverse the perspective and investigate the identification problem under concerns for robustness to private information. We … show how the presence of private information leads to partial rather than complete identification of the structural … parameters of the game. As a prominent example we analyze the canonical problem of demand and supply identification. …

criterion functions. We determine the asymptotic distributions of estimators under lack of identification and under weak, semi …-strong, and strong identification. We determine the asymptotic size (in a uniform sense) of standard t and quasi-likelihood ratio … identification. The results are applied to two examples: a nonlinear binary choice model and the smooth transition threshold …

's whose critical values are designed to yield robustness to identification problems. The results of the paper are applied to a …