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 …

methods to make the tests and CS's robust to such identification problems. The results apply to a class of extremum estimators …

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 …

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. …

'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 …

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 …