interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information …

interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information …

conventional specification test for conditional moment restrictions retains its standard normal limit when first-order local … identification failure regardless of the number of directions in which the Jacobian of the conditional moment restrictions is … include extending the first- and second-order local identification framework to models defined by conditional moment …