The Local Power of the Tests of Overidentifying Restrictions

DOI10.2307/2526795zbMATH Open0667.62078OpenAlexW1970028888MaRDI QIDQ3819862FDOQ3819862

Authors: Michael A. Magdalinos 

Publication date: 1988

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526795

Recommendations

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zbMATH Keywords

likelihood ratio statisticoveridentifying restrictionssimultaneous equations systemstructural equationfirst order local power of Anderson-Rubin-Sargan teststructural misspecification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited In (3)

• The local power of the gradient test
• A reinterpretation of the tests of overidentifying restrictions
• 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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