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 …

By combining two alternative formulations of a test statistic with two alternative resamplingschemes we obtain four … implementations is shown tobreak down in dynamic regression models. Then the procedure based on the test statistic approachperforms …

parameter space as the test statistic together with two different critical values. We obtain two main results. First, we show … powerful than the test that checks whether the confidence set for the parameters of interest is empty or not. …

This paper introduces a new hypothesis test for the null hypothesis H0 : f(Ø) = Y0, where f(.) is a known function, Y0 … application of our test is sub-vector inference in moment inequality models, that is, for a multidimensional Ø, the function f …(Ø) = Øk selects the kth coordinate of Ø. Our test controls asymptotic size uniformly over a large class of distributions of …

papers have suggested a test based on checking whether confidence sets for the parameters of interest are empty or not …, referred to as Test BP. We propose two new specification tests, denoted Tests RS and RC, that achieve uniform asymptotic size … control and dominate Test BP in terms of power in any finite sample and in the asymptotic limit. Test RC is particularly …