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dc.contributor.authorDias Costa Parente, Paulo M.
dc.contributor.authorSantos Silva, J.M.C.
dc.date.accessioned2013-06-20T14:26:29Z
dc.date.issued2012-05
dc.description.abstractIn this note, we argue that tests of overidentifying restrictions give little information on the validity of the moment conditions implied by the underlying economic model, and therefore are mute about the possibility of identifying the parameters of interest.en_GB
dc.identifier.citationVol. 115, Issue 2, pp. 314 - 317en_GB
dc.identifier.doi10.1016/j.econlet.2011.12.047
dc.identifier.urihttp://hdl.handle.net/10871/11202
dc.language.isoenen_GB
dc.publisherElsevieren_GB
dc.relation.urlhttp://www.journals.elsevier.com/economics-letters/en_GB
dc.subjectGMMen_GB
dc.subjectInstrumental variablesen_GB
dc.subjectSargan testen_GB
dc.subjectHansen’s J-testen_GB
dc.titleA cautionary note on tests of overidentifying restrictionsen_GB
dc.typeArticleen_GB
dc.date.available2013-06-20T14:26:29Z
dc.identifier.issn0165-1765
dc.descriptiontypes: Articleen_GB
dc.descriptionPre-print version issued as Economics Department Discussion Paper 11/11. A definitive version was subsequently published in Economics Letters Volume 115, Issue 2, May 2012, Pages 314–317. Available online at http://www.sciencedirect.com/en_GB
dc.identifier.journalEconomics Lettersen_GB


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