Testing overidentifying restrictions with inefficient estimators

DOI10.1016/0165-1765(87)90011-5zbMATH Open1328.62620OpenAlexW2084965064MaRDI QIDQ900014FDOQ900014

Authors: Keith Hylton 

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90011-5

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Title not available (Why is that?)
• A note on the inefficiency of non-linear estimators

Cited In (3)

• Testing exogeneity in overidentified models
• Title not available (Why is that?)
• 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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