A Comparison of Tests of Overidentifying Restrictions

DOI10.2307/1911939MaRDI QIDQ3891659zbMATH OpenOpenAlexFDO

Authors 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

comparison of testsoveridentifying restrictionsWald test

Mathematics Subject Classification ID

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

Cited in

(4)

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

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