A Comparison of Tests of Overidentifying Restrictions

DOI10.2307/1911939zbMath0446.62116OpenAlexW2019880141MaRDI QIDQ3891659

Hae Shin Hwang

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911939

zbMATH Keywords

Wald testoveridentifying restrictionscomparison of tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items (4)

Asymptotic robustness of tests of overidentification and predeterminedness ⋮ Specification tests in simultaneous equations systems ⋮ Tests of overidentification and predeterminedness in simultaneous equation models ⋮ Testing exogeneity in overidentified models

This page was built for publication: A Comparison of Tests of Overidentifying Restrictions