Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure

This paper analyzes the properties of a class of estimators, tests, and confidence sets (CS's) when the parameters are not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample averages and are smooth functions of a parameter theta. This includes log likelihood, quasi-log likelihood, and least squares criterion functions. We determine the asymptotic distributions of estimators under lack of identification and under weak, semi-strong, and strong identification. We determine the asymptotic size (in a uniform sense) of standard t and quasi-likelihood ratio (QLR) tests and CS's. We provide methods of constructing QLR tests and CS's that are robust to the strength of identification. The results are applied to two examples: a nonlinear binary choice model and the smooth transition threshold autoregressive (STAR) model.Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification

Summary of XB-70 airplane cockpit environmental data

Thermal, acoustical, and acceleration environments of XB-70 airplane crew compartment in airworthiness test

Inference in Econometric Models with Structural Change

This paper extends the classical Chow (1960) test for structural change in linear regress ion models to a wide variety of nonlinear models, estimated by a variety of different procedures. Wald, Lagrange multiplier-like, and likelihood ratio-like test statistics are introduced. The results allow for heterogeneity and temporal dependence of the observations. In the process of developing the above tests, the paper also provides a compact presentation of general unifying results for estimation and testing in nonlinear parametric econometric models

qq-Trinomial identities

We obtain connection coefficients between $q$-binomial and $q$-trinomial coefficients. Using these, one can transform $q$-binomial identities into a $q$-trinomial identities and back again. To demonstrate the usefulness of this procedure we rederive some known trinomial identities related to partition theory and prove many of the conjectures of Berkovich, McCoy and Pearce, which have recently arisen in their study of the $\phi_{2,1}$ and $\phi_{1,5}$ perturbations of minimal conformal field theory.Comment: 21 pages, AMSLate