first-order local identification failure with dependent data. More specifically, we obtain conditions under which the … identification fails but global identification is still attainable. In the process, we derive some novel intermediate results that … include extending the first- and second-order local identification framework to models defined by conditional moment …

first-order local identification failure with dependent data. More specifically, we obtain conditions under which the … identification fails but global identification is still attainable. In the process, we derive some novel intermediate results that … include extending the first- and second-order local identification framework to models defined by conditional moment …

Moment condition models with mixed identification strength are models that are point identified but with estimating … moment functions that are allowed to drift to 0 uniformly over the parameter space. Even though identification fails in the …