Showing 1 - 10 of 20
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 …
Persistent link: https://www.econbiz.de/10009001017
identification in a variety of models from nonparametric instrumental variable regression to non-classical measurement error models …
Persistent link: https://www.econbiz.de/10009019141
'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 …
Persistent link: https://www.econbiz.de/10009207364
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. …
Persistent link: https://www.econbiz.de/10009386343
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. …
Persistent link: https://www.econbiz.de/10009322932
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 …
Persistent link: https://www.econbiz.de/10009324078
's whose critical values are designed to yield robustness to identification problems. The results of the paper are applied to a …
Persistent link: https://www.econbiz.de/10009352221
methods to make the tests and CS's robust to such identification problems. The results apply to a class of extremum estimators …
Persistent link: https://www.econbiz.de/10008672231
also reverse the 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 …
Persistent link: https://www.econbiz.de/10010686938
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 …
Persistent link: https://www.econbiz.de/10010686939