priori restrictions, just as in the conventional simultaneous equations framework. The effect of this lack of identification …

components rely on the same data, which prima facie suggests identification failure. But, as shown here, the discontinuity … identification for the structural coefficients in the usual way, but raising convergence rates for the threshold effect parameters …

sample quantities are not necessarily asymptotically independent under some identification scenarios. Analogous results for …

This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests … and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … under strong and semi-strong identification (for all k greater than or equal to p; where k and p are the numbers of moment …

In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …

's whose critical values are designed to yield robustness to identification problems. The results of the paper are applied to a …