A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465)
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English | A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters |
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A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (English)
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18 March 2014
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nonexogenous instruments
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pretest
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pseudo-true parameter vector
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test of overidentifying restrictions
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