, and shows that traditional identification procedures may miss important effects. Our new procedure has the advantage of …

This paper studies the identification and estimation of the decision rules that in- dividuals use to determine their … for point identification of the model. Then the model is estimated on data from an experiment involving two …

does not require the specification and estimation of the economic agent’s information flows or the identification and …

due to the presence of unobserved characteristics. This paper studies the identification and estimation of such models. We …

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test … and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment …‐CQLR test is shown to be asymptotically efficient in a GMM sense under strong and semi‐strong identification (for all k ≥ p …

. We illustrate the empirical relevance of our results through testing identification in linear IV models that allows for …

, but not current utilities, as an intuitive source of information on time preferences. We study the identification of …. Consequently, in contrast to common intuition, an exclusion restriction does not in general give point identification. Finally, we …

identification failure when the source of this identification failure is known. We examine models that may have a general deficient … rank Jacobian in certain parts of the parameter space. When identification fails in one of these models, it becomes … underidentified and the identification status of individual parameters is not generally straightforward to characterize. We provide a …