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Economics Letters, ISSN 0165-1765, 05/2012, Volume 115, Issue 2, pp. 314 - 317
In this note, we argue that tests of overidentifying restrictions give little information on the validity of the moment conditions implied by the underlying... 
Instrumental variables | Hansen’s [formula omitted]-test | Sargan test | GMM | Hansen's J-test | MODELS | ESTIMATORS | ECONOMICS | GENERALIZED-METHOD | MOMENTS
Journal Article
Journal of Econometrics, ISSN 0304-4076, 01/2014, Volume 178, Issue 1, pp. 15 - 21
This paper gives a test of overidentifying restrictions that is robust to many instruments and heteroskedasticity. It is based on a jackknife version of the... 
Weak instruments | Instrumental variables | Many instruments | Specifications tests | Overidentification tests | Heteroskedasticity | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | ESTIMATORS | SOCIAL SCIENCES, MATHEMATICAL METHODS | VARIABLES | ECONOMICS
Journal Article
Economics Letters, ISSN 0165-1765, 2002, Volume 77, Issue 2, pp. 211 - 220
The effect of varying the number of moment conditions used on the finite sample properties of the Sargan test of overidentifying restrictions is investigated... 
Tests of overidentifying restrictions | Exponential tilting | Dynamic panel data | GMM | MONTE-CARLO | MOMENT | exponential tilting | dynamic panel data | ECONOMICS | tests of overidentifying restrictions
Journal Article
Journal of Econometrics, ISSN 0304-4076, 01/2014, Volume 178, p. 15
  This paper gives a test of overidentifying restrictions that is robust to many instruments and heteroskedasticity. It is based on a jackknife version of the... 
Studies | Matrix | Test methods | Asymptotic methods | Monte Carlo simulation | Generalized method of moments
Journal Article
Economics Letters, ISSN 0165-1765, 12/2012, Volume 117, Issue 3, pp. 901 - 904
In the linear instrumental variables model, we characterize fixed alternatives against which the test of overidentifying restrictions (OR) is inconsistent.... 
Test of overidentifying restrictions | Nonexogenous instruments | Pretest | Pseudo-true parameter vector | INSTRUMENTAL VARIABLES | SAMPLE PROPERTIES | ECONOMICS | EMPIRICAL LIKELIHOOD | ASYMPTOTIC OPTIMALITY | GENERALIZED-METHOD
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 11/2012, Volume 27, Issue 7, pp. 1138 - 1160
In the linear instrumental variables model, we provide theoretical and Monte Carlo evidence for the size distortion of a two-stage hypothesis test that uses a... 
Null hypothesis | Employment | Inference | Mathematical vectors | Instrumental variables | Random variables | Parametric models | Pretests | Estimators | Empirical evidence | ECONOMETRICS | WEAK INSTRUMENTS | MODELS | SAMPLE PROPERTIES | ESTIMATORS | INSTRUMENTAL VARIABLES REGRESSION | ASYMPTOTIC SIZE | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | INFERENCE | GENERALIZED-METHOD | EMPLOYMENT
Journal Article
Economics Letters, ISSN 0165-1765, 04/2012, Volume 115, Issue 1, pp. 53 - 55
Standard tests are generally not applicable in panel data models with selection. The paper shows how the Hausman specification test and the Sargan–Hansen test... 
Panel data | Overidentifying restrictions | Sample selection | Specification test | ECONOMICS
Journal Article
Econometric Reviews, ISSN 0747-4938, 05/2020, Volume 39, Issue 5, pp. 495 - 509
Journal Article
STATA JOURNAL, ISSN 1536-867X, 03/2003, Volume 3, Issue 1, pp. 1 - 31
We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation... 
heteroskedasticity | overidentifying restrictions | instrumental variables | st0030 | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | generalized method of moments | endogeneity | clustering | intra-group correlation | Medical tests | Analysis
Journal Article
Economics Bulletin, 09/2007, Volume 3, Issue 44
Journal Article
Journal of Econometric Methods, ISSN 2194-6345, 01/2017, Volume 6, Issue 1
In models estimated by (generalized) method of moments a test on coefficient restrictions can either be based on a Wald statistic or on the difference between... 
difference in Sargan-Hansen tests | overidentifying restrictions | exclusion restrictions | C01 | C12 | C26 | maintained hypothesis | instrument validity tests
Journal Article
Econometric Reviews, ISSN 0747-4938, 02/2020, Volume 39, Issue 2, pp. 115 - 134
We propose a new framework for testing the "mean stationarity" assumption in dynamic panel data models, required for the consistency of the system GMM... 
panel data | C23 | C12 | test of overidentifying restrictions | GMM estimation | initial conditions | Dynamic model | Economic models | Ranking | Panel data | Initial conditions | Data models | Estimating techniques | Statistical tests | Generalized method of moments | Power | Conditions
Journal Article
Journal of Econometrics, ISSN 0304-4076, 03/2012, Volume 167, Issue 1, pp. 133 - 139
Journal Article
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