identification failure when the source of this identification failure is known. We examine models that may have a general deficient … rank Jacobian in certain parts of the parameter space. When identification fails in one of these models, it becomes … underidentified and the identification status of individual parameters is not generally straightforward to characterize. We provide a …

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test … and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment …‐CQLR test is shown to be asymptotically efficient in a GMM sense under strong and semi‐strong identification (for all k ≥ p …

show that limiting distributions of test statistics under may not stochastically dominate those under . A multiple test on …. We illustrate the empirical relevance of our results through testing identification in linear IV models that allows for …

defined by moment inequalities. In the literature, different test statistics, critical value methods, and implementation …. We provide a recommended test statistic, moment selection critical value method, and implementation method. We provide …

moment inequalities and equalities. In the literature, different test statistics, critical value methods, and implementation … these methods. We provide a recommended test statistic, moment selection critical value method, and implementation method …

identified. For a specified class of test statistics, this paper establishes the uniform asymptotic validity of subsampling, m … asymptotic validity is crucial in moment inequality problems because the test statistics of interest have discontinuities in …

This paper introduces a new hypothesis test for the null hypothesis H0 : f(Ø) = Y0, where f(.) is a known function, Y0 … application of our test is sub-vector inference in moment inequality models, that is, for a multidimensional Ø, the function f …(Ø) = Øk selects the kth coordinate of Ø. Our test controls asymptotic size uniformly over a large class of distributions of …