'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 …

not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample … 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 …

not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample …

's whose critical values are designed to yield robustness to identification problems. The results of the paper are applied to a …

We discuss statistical inference problems associated with identification and testability in econometrics, and we … hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric …

We discuss statistical inference problems associated with identification and testability in econometrics, and we … hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric …

procedures has not been determined in the literature. This paper does so. This paper shows that the LM test has correct … paper also determines a formula for the asymptotic size of the CLR test with the other weighting method. However, the … sample quantities are not necessarily asymptotically independent under some identification scenarios. Analogous results for …

and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment …This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests … third test, slightly stronger moment conditions and a (standard, though restrictive) multiplicative structure on the moment …

functions, one can transform conditional moment inequalities/equalities into unconditional ones without losing identification …

a modification of Mikusheva's (2007a) modification of Stock's (1991) CI that employs the least squares estimator and a … heteroskedasticity-robust variance estimator. The CI is shown to have correct asymptotic size and to be asymptotically similar (in a …