We present methods for testing hypotheses and estimating confidence sets for structural parameters of economic models in the presence of instabilities and breaks of unknown form. These methods constructively explore information generated by changes in the data-generating process to improve the...

We present a minimum distance approach for conducting hypothesis testing in the presence of potentially weak instruments. Under this approach, we propose size-correct tests for limited dependent variable models with endogenous explanatory variables such as endogenous tobit and probit models....