Estimation and inference with a (nearly) singular Jacobian

DOI10.3982/QE989zbMath1445.62037OpenAlexW3121589402WikidataQ127436984 ScholiaQ127436984MaRDI QIDQ3306069

Sukjin Han, Adam McCloskey

Publication date: 12 August 2020

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe989

zbMATH Keywords

identificationnonlinear modelsWald testreparameterizationweak identificationuniform inferenceasymptotic sizeextremum estimatorssubvector inferencedeficient rank Jacobianunderidentification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (4)

Almost sure uniqueness of a global minimum without convexity ⋮ Detecting identification failure in moment condition models ⋮ On uniform inference in nonlinear models with endogeneity ⋮ Generic results for establishing the asymptotic size of confidence sets and tests

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