conditional likelihood ratio test confidence set identification inference moment conditions robust singular variance subvector …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 …

variety of test statistics as functions of eight mutually independent random variables and two nuisance parameters. The … plus or minus one. This makes it impossible to perform reliable inference near the point at which the limit is ill …-defined. Several bootstrap procedures are proposed. They alleviate the problem and allow reliable inference when the instruments are …

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … especially appealing in the target applications. Moreover, the resulting inference procedures are also more powerful than the …

We consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a … parameters, making them especially appealing in the target applications. We show that the resulting inference procedures are more …

cycle frequencies. First, we characterize weak identification from a frequency domain perspective and propose a score test …This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …, we show that the test statistic can be represented as the explained sum of squares from a complex-valued Gauss …