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The asymptotic distributions of GMM estimators are established under a full range of drifting sequences of true parameters and distributions. The asymptotic sizes (in a uniform sense) of standard GMM tests and CSs are established.<\/jats:p><jats:p>The paper also establishes the correct asymptotic sizes of \u201crobust\u201d GMM-based Wald,<jats:italic>t<\/jats:italic>, and quasi-likelihood ratio tests and CSs whose critical values are designed to yield robustness to identification problems.<\/jats:p><jats:p>The results of the paper are applied to a nonlinear regression model with endogeneity and a probit model with endogeneity and possibly weak instrumental variables.<\/jats:p>","DOI":"10.1017\/s0266466613000315","type":"journal-article","created":{"date-parts":[[2013,11,29]],"date-time":"2013-11-29T04:39:32Z","timestamp":1385699972000},"page":"287-333","source":"Crossref","is-referenced-by-count":26,"title":["GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE"],"prefix":"10.1017","volume":"30","author":[{"given":"Donald W.K.","family":"Andrews","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Xu","family":"Cheng","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2013,11,29]]},"reference":[{"key":"S0266466613000315_ref19","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/64.2.247"},{"key":"S0266466613000315_ref31","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.05.014"},{"key":"S0266466613000315_ref11","doi-asserted-by":"crossref","unstructured":"Andrews I. & Mikusheva A. 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