This paper presents a unified framework for inference on parameters of the form ϕ (θ 0),
where θ 0 is unknown but can be estimated by θ ˆ n, and ϕ is known with null first order …

Untitled Page 1 Page 2 Essays in Econometrics A dissertation presented by Jiafeng Chen to
The Department of Economics in partial fulfillment of the requirements for the degree of …

This supplemental appendix provides some auxiliary materials for VOn Standard Inference
for GMM with Seeming Local Identification FailureV (Lee and Liao, 2014; cited as LL in this …