. This dissertation contributes to the existing body of work by focusing on issues related to parameter identification.In the … used to determine the identifiability, and estimate the parameters of such models. I derive conditions for identification … models, as well as for detecting identification problems.In the third essay I develop a methodology for analyzing …

, such as a regression function, and treating it as a conditional expectation is central to its identification and estimation … identification related properties of this model when the unknown function mu* belongs to a linear space. We also investigate … underidentification of mu* along with the identification of its linear functionals. Several examples are provided in order to develop …

equivalence, partial and weak identification problems are widespread and they lead to biased estimates, unreliable t … identification and study how small samples interact with parameters and shock identification. We provide diagnostics and tests to … detect identification failures and apply them to a state-of-the-art model …

propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic shocks …. Identification is achieved by imposing sign restrictions on Norwegian data over the period 1990Q1 - 2014Q2. The availability of a … quarterly series for net immigration is crucial to achieving identification. Notably, immigration is an endogenous variable in …