Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - In: Essays in honor of Jerry Hausman, (pp. 455-477). 2012
This chapter proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is a Hausman-type test based on the Hausdorff distance between an estimator that is consistent even under...