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Dr Nicky Grant - research

Research interests

My current research rests largely lies in Econometric Theory- identification of some unkown parameter from moment a set of moment conditions. I have an especial interest in identification issues in non-linear models with relevant applications espcially in finance and microeconometrics. 

 

Publications:

 "Overcoming the Many Weak Instrument Problem Using Normalized Principal Components." Advances in Econometrics 29 (2012): 107-147.

 

Working Papers:

Identification Robust Inference with Singular Variance

http://www.socialsciences.manchester.ac.uk/disciplines/economics/research/discussionpapers/pdf/EDP-1315.pdf