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 …

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 …

in means of the panels are established. Ratio and non-ratio type test statistics are considered. Their asymptotic …

We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some … parameters are possibly weakly or non-identified. We focus on a Bierens (1990)-type conditional moment test of omitted …-value which promotes a conservative test that is generally not consistent, and test statistic transforms like the supremum and …

described as robust to weak instruments. We also show that test consistency may still hold even if the overall identification … under both the null hypothesis (level) and the alternative hypothesis (power), with or without identification. We show that … the usual chi-squares critical values are still applicable even when identification is weak. So, all proposed tests can be …

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 …