The Local Power of the Tests of Overidentifying Restrictions

DOI10.2307/2526795MaRDI QIDQ3819862zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

first order local power of Anderson-Rubin-Sargan testlikelihood ratio statisticoveridentifying restrictionssimultaneous equations systemstructural equationstructural misspecification

Mathematics Subject Classification ID

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

Recommendations

• A reinterpretation of the tests of overidentifying restrictions
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Cited in

(3)

• 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
• The local power of the gradient test

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