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 …

procedure for M-estimator, generalized method of moments, and generalized empirical likelihood estimation. In a Monte Carlo …

additional results that are more accurate and cover more cases than the ones in the original paper. -- Unit root test ; Dickey …-Fuller test ; Engle-Granger test ; ADF test …

We develop a test of equality between two dependence structures estimated through empirical copulas. We provide … Crameacute;r-von Mises test statistic. Finite sample properties are assessed with Monte Carlo experiments. We apply the testing …