A NOTE ON COMPUTING TESTS OF OVERIDENTIFYING RESTRICTIONS

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A Note on Computing Tests 63-77.pdf

Date

1993

Author

Erlat, Haluk

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Four alternative tests of overidentifying exclusion restrictions are compared and it is found that all four share a common numerator but differ with respect to their denominators. This analysis leads to representations of these statistics in terms of easy-to-compute sums of squared residuals.

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https://hdl.handle.net/11511/110167

Journal

ODTÜ Gelişme Dergisi

Collections

Department of Economics, Article

Citation Formats

H. Erlat, “A NOTE ON COMPUTING TESTS OF OVERIDENTIFYING RESTRICTIONS,” ODTÜ Gelişme Dergisi, vol. 20, no. 1-2, pp. 63–77, 1993, Accessed: 00, 2024. [Online]. Available: https://hdl.handle.net/11511/110167.