Since identification, instrumental variables and variables exclusion, core concepts in econometrics, are entwined …, several questions arise: How is identification related to the existence of IVs? How are identification criteria related to …

well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …

well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …

models (e.g. for inflation, interest rates, or exchange rates) are subject to both parameter instability and identification … between them. Changes in identification strength provide an additional source of information that is used to improve …

We consider the identification of empirical models of supply and demand. As is well known, a supply-side instrument can … and cost shocks. The covariance restriction approach can obtain identification even the absence of instruments. Further …

The Instrumental Variable (IV) formula has become widely used to address the issue of identification of a causal effect … formulations to achieve identification when the assumptions underlying the use of IV are violated. Parallel to the IV, the proposed …

In this paper we discuss general identification results for Structural Vector Autoregressions (SVARs) with external … "relevance" and "exogeneity" conditions. We discuss identification results and likelihood-based estimation methods both in the …

(ii) the potential failure of instrument exogeneity. We introduce a novel identification strategy that appropriately …

not be application-specific anymore. This paper presents a unifying framework that approaches identification in an …

components rely on the same data, which prima facie suggests identification failure. But, as shown here, the discontinuity … identification for the structural coefficients in the usual way, but raising convergence rates for the threshold effect parameters …