cycle frequencies. First, we characterize weak identification from a frequency domain perspective and propose a score test …-Newton regression, where weak identification surfaces as (imperfect) multicollinearity. Second, we prove that asymptotically valid …

Weak identification is a well known topic for linear multiple equation models. However, little is known whether this … of weak identification is analysed in a simulation study. It shows large size distortions. However, a new puzzle is found …-statistic was calculated which is known to be more robust against weak identification in case of linear multiple equation models …

Weak identification is a well known topic for linear multiple equation models. However, little is known whether this … of weak identification is analysed in a simulation study. It shows large size distortions. However, a new puzzle is found …-statistic was calculated which is known to be more robust against weak identification in case of linear multiple equation models …