A Comment on the Test of Overidentifying Restrictions

DOI10.2307/1912691zbMath0372.62095OpenAlexW4235904666MaRDI QIDQ4148874

Joseph B. Kadane, T. W. Anderson

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/85aba50e8898e05d3ede6863c2cb6c0de5f4f78c

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Specification tests in simultaneous equations systems ⋮ A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters ⋮ Instrument endogeneity and identification-robust tests: some analytical results ⋮ Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment

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