Instrument validity cannot be tested in a just-identified model, and it is not clear what
conclusion to draw when instrument validity is rejected in an over-identified model. In …

This paper develops a new estimator for the impulse response functions in structural factor
models with a fixed number of over-identifying restrictions. The proposed identification …

This paper proposes both point-wise and uniform confidence intervals (CIs) for an element
θ1 of a parameter vector θ∈ Rd that is partially identified by affine moment equality and …

Environmental and resource issues usually involve complex, dynamic, interconnected
systems with feedback across social and environmental dimensions. My dissertation is a …

The Pennsylvania State University The Graduate School College of the Liberal Arts ESSAYS
ON PARTIALLY IDENTIFIED MODELS A Disser Page 1 The Pennsylvania State University The …

UNIVERSITY OF CALIFORNIA SAN DIEGO Dynamic Causal Inference with Imperfect Identifying
Information A dissertation submitted in p Page 1 UNIVERSITY OF CALIFORNIA SAN DIEGO …

This paper studies a regularized support function estimator for bounds on components of the
parameter vector in the case in which the identified set is a polygon. The proposed …

During the past decade, factor-augmented VAR (FAVAR) models have been widely used for
structural analysis in the literature, where the effects of structural shocks are often estimated …