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 …

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 …

show that limiting distributions of test statistics under may not stochastically dominate those under . A multiple test on …. We illustrate the empirical relevance of our results through testing identification in linear IV models that allows for …

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 …

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 …

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test … the comparative performance in finite samples of corrected score test statistics …

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