identification inference moment conditions robust singular variance subvector test test weak identification weak instruments C10 C12 …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 …

and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment …This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests … third test, slightly stronger moment conditions and a (standard, though restrictive) multiplicative structure on the moment …

procedures has not been determined in the literature. This paper does so. This paper shows that the LM test has correct … paper also determines a formula for the asymptotic size of the CLR test with the other weighting method. However, the … sample quantities are not necessarily asymptotically independent under some identification scenarios. Analogous results for …

cycle frequencies. First, we characterize weak identification from a frequency domain perspective and propose a score test …This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …, we show that the test statistic can be represented as the explained sum of squares from a complex-valued Gauss …

identification strength and good power properties. Importantly, this allows one to directly conduct uniform inference on low …This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential … identification failure when the source of this identification failure is known. We examine models that may have a general deficient …

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; where …