EconPapers    
Economics at your fingertips  
 

Underidentification?

Manuel Arellano, Lars Hansen and Enrique Sentana

No 1824, Econometric Society World Congress 2000 Contributed Papers from Econometric Society

Abstract: We study the identification of an econometric model that is linear in parameters from a generalized-method-of-moments perspective. We regard underidentification as a set of over- identifying restrictions imposed on an augmented structural model. Therefore, our proposal is to test for underidentification by testing for overidentification in the augmented model using standard methods that are available in the literature. As examples we consider intertemporal asset pricing and dynamic panel data models.

Date: 2000-08-01
References: Add references at CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://fmwww.bc.edu/RePEc/es2000/1824.pdf main text (application/pdf)

Related works:
Journal Article: Underidentification? (2012) Downloads
Working Paper: Underidentification? (2009) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecm:wc2000:1824

Access Statistics for this paper

More papers in Econometric Society World Congress 2000 Contributed Papers from Econometric Society Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2025-03-31
Handle: RePEc:ecm:wc2000:1824