Dr Nicky Grant - research
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.
"Overcoming the Many Weak Instrument Problem Using Normalized Principal Components." Advances in Econometrics 29 (2012): 107-147.
Identification Robust Inference with Singular Variance