inference in these models. Specifically, we consider a local misspecification framework in which specification errors are …

simulation study shows that both methods have more accurate coverage than alternative methods of inference. An empirical study of …

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …

We consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a … parameters, making them especially appealing in the target applications. We show that the resulting inference procedures are more …

conditional likelihood ratio test confidence set identification inference moment conditions robust singular variance subvector …

We leverage the assumption that preferences are stable across contexts to par- tially identify and conduct inference on …