'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 … 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 …

'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 …

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 …. Nous analysons les problèmes d'inférence associés à l'identification et à la testabilité en économétrie, en soulignant la …

defined by moment inequalities. In the literature, different test statistics, critical value methods, and implementation …. We provide a recommended test statistic, moment selection critical value method, and implementation method. We provide …