A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters

DOI10.1016/j.econlet.2012.07.008zbMath1283.62032MaRDI QIDQ2440465

Patrik Guggenberger

Publication date: 18 March 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.07.008

zbMATH Keywords

pretest; nonexogenous instruments; pseudo-true parameter vector; test of overidentifying restrictions

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

Related Items

Discriminating between (in)valid external instruments and (in)valid exclusion restrictions, Testing overidentifying restrictions with a restricted parameter space

Cites Work

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