A cautionary note on tests of overidentifying restrictions (Q433204)
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scientific article; zbMATH DE number 6055775
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | 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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0.8314820528030396
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0.8296886682510376
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0.8211058378219604
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0.8207954168319702
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