Economic models often involve non-separability between observed and unobserved<br/> heterogeneous characteristics of economic agents. This dissertation presents methods<br/> of identification, estimation, and inference of nonparametric …
Recent developments in econometrics have revealed weak identification in empirical studies. The linear Instrumental Variable (IV) regression with weak instruments is an example that has …
This dissertation examines several standard testing problems under the nonstandard condition that the true parameter vector is near or at the boundary of the parameter …