A cautionary note on tests of overidentifying restrictions

Economics Letters

Volumn 115, Issue 2, 2012, Pages 314-317

  Parente, Paulo M D C ^a,b   Santos Silva, J M C ^c,d  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b CReMic   (United Kingdom)

^c UNIVERSITY OF ESSEX   (United Kingdom)

^d CEMAPRE   (Portugal)

Author keywords

GMM; Hansen's J test; Instrumental variables; Sargan test

Indexed keywords

EID: 84855764381     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.12.047     Document Type: Article

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