Which null hypothesis do overidentification restrictions actually test?

Rembert De Blander ()

Economics Bulletin, 2008, vol. 3, issue 76, 1-9

Abstract: In this note I investigate which alternatives are detected by over-identifying restrictions tests, when we test the null hypothesis that all excluded instruments are exogenous. A reformulated null hypothesis will result in a consistent test.

Keywords: IV; estimation (search for similar items in EconPapers)
JEL-codes: C2 (search for similar items in EconPapers)
Date: 2008-12-08
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Citations: View citations in EconPapers (6)

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