components rely on the same data, which prima facie suggests identification failure. But, as shown here, the discontinuity … identification for the structural coefficients in the usual way, but raising convergence rates for the threshold effect parameters …

sample quantities are not necessarily asymptotically independent under some identification scenarios. Analogous results for …

This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests … and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … under strong and semi-strong identification (for all k greater than or equal to p; where k and p are the numbers of moment …

In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …

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

We study estimation and non-parametric identification of preferences in two-sided matching markets using data from a …

highlights of this recent literature, focusing on identification and empirical applications. We describe three insights that …

This paper studies a class of models where full identification is not necessarily assumed. We term such models … frequently proceed under conditions that are best described as apparent identification. One objective of the paper is to explore … the properties of conventional statistical procedures in the context of identification failure. Our analysis concentrates …

This paper studies the problem of nonparametric identification and estimation of binary threshold-crossing and binary … choice models. First, conditions are given that guarantee the nonparametric identification of both the function of exogenous … observable variables and the distribution of the random terms. Second, the identification results are employed to develop …

'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 …