Hypothesis Testing in Unidentified Models

Trevor S. Breusch

The Review of Economic Studies, 1986, vol. 53, issue 4, 635-651

Abstract: An identified model is not necessary for statistical inference, but ambiguities can arise. This paper examines some simple examples and proposes a framework that distinguishes between the "refutation" and "confirmation" aspects of testing in an unidentified model. One particular problem is the interpretation given to overidentifying restrictions: a common view is that these are somehow not properly testable.

Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:oup:restud:v:53:y:1986:i:4:p:635-651.

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