In this paper we discuss general identification results for Structural Vector Autoregressions (SVARs) with external … "relevance" and "exogeneity" conditions. We discuss identification results and likelihood-based estimation methods both in the …

address this challenge, we propose an indirect inference method that assesses identification by examining how changes in these … increase rejection rates. These results support the identification of star variables and indicate that indirect inference … provides a reliable method to assess their identification in structural macroeconomic models. …

Identification via heteroskedasticity exploits differences in variances across regimes to identify parameters in … simultaneous equations. I study weak identification in such models, which arises when variances change very little or the variances …, propose two tests to detect weak identification, and develop nonconservative methods for robust inference on a subset of the …

known the payoff function cannot be nonparametrically identified without any a priori restrictions. Our identification of … the discount factor is robust to any normalization choice on the payoff parameters. In IO applications, normalizations are … identification strategies are constructive. They lead to easy to compute estimands that are global solutions. We illustrate with a …

Since identification, instrumental variables and variables exclusion, core concepts in econometrics, are entwined …, several questions arise: How is identification related to the existence of IVs? How are identification criteria related to …