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A Comment on the Test of Overidentifying Restrictions

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  • Kadane, Joseph B
  • Anderson, T W

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  • Kadane, Joseph B & Anderson, T W, 1977. "A Comment on the Test of Overidentifying Restrictions," Econometrica, Econometric Society, vol. 45(4), pages 1027-1031, May.
    • Handle: RePEc:ecm:emetrp:v:45:y:1977:i:4:p:1027-31
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    Cited by:

    1. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
    2. Guggenberger, Patrik, 2012. "A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters," Economics Letters, Elsevier, vol. 117(3), pages 901-904.
    3. Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.
    4. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.

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