Contrary to claims in studies on financial economics, a sparse database often obscures the identification of parameters … in macroeconomic models. These identification problems originate from the poorly defined mapping between a structural … likelihood and/or a posterior distribution driven mainly by prior information. To alleviate identification issues, we apply …

these issues are caused by a systematic underestimation of the importance of robust ex-ante identification, and …

We provide identification results for a broad class of learning models in which continuous outcomes depend on three … outcomes. We establish identification of the outcome equation parameters and the distribution of the unobservables, under the …

We propose a blended approach which combines identification via heteroskedasticity with the widely used methods of sign … external instruments can prove necessary when the conditions for point identification through heteroskedasticity are not met … and offers a natural solution to the labeling problem inherent in purely statistical identification strategies. As a …