A cautionary note on tests of overidentifying restrictions (Q433204)

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scientific article; zbMATH DE number 6055775
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    A cautionary note on tests of overidentifying restrictions
    scientific article; zbMATH DE number 6055775

      Statements

      A cautionary note on tests of overidentifying restrictions (English)
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      13 July 2012
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      GMM
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      Hansen's \(J\)-test
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      instrumental variables
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      Sargan test
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