A cautionary note on tests of overidentifying restrictions

PMDC Parente; JMC Santos Silva

doi:10.1016/j.econlet.2011.12.047

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Journal article

A cautionary note on tests of overidentifying restrictions

PMDC Parente and JMC Santos Silva

ECONOMICS LETTERS, Vol.115(2), pp.314-317

01/05/2012

DOI: https://doi.org/10.1016/j.econlet.2011.12.047

Abstract

Social Sciences

Economics

Business & Economics

ECONOMICS

GMM

Hansen's J-test

Instrumental variables

Sargan test

GENERALIZED-METHOD

INSTRUMENTAL VARIABLES

MOMENTS

ESTIMATORS

MODELS

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Title: A cautionary note on tests of overidentifying restrictions
Creators: PMDC Parente
JMC Santos Silva
Publication Details: ECONOMICS LETTERS, Vol.115(2), pp.314-317
Publisher: ELSEVIER SCIENCE SA
Date published: 01/05/2012
Date submitted: 16/05/2017
Identifiers: 99514838902346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

A cautionary note on tests of overidentifying restrictions

Abstract

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