Title: Which Null Hypothesis Do Overidentification Restrictions Actually Test?
Authors: De Blander, Rembert # ×
Issue Date: Dec-2008
Publisher: Economics Bulletin
Series Title: Economics bulletin vol:3 issue:76 pages: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.
ISSN: 1545-2921
VABB publication type: VABB-1
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center of Econometrics, Leuven
× corresponding author
# (joint) last author

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