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A cautionary note on tests of overidentifying restrictions

Parente, Paulo MDC and Santos Silva, JMC (2012) 'A cautionary note on tests of overidentifying restrictions.' Economics Letters, 115 (2). pp. 314-317. ISSN 0165-1765

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In 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.

Item Type: Article
Uncontrolled Keywords: GMM; Hansen’s J-test; Instrumental variables; Sargan test
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
SWORD Depositor: Elements
Depositing User: Elements
Date Deposited: 07 Mar 2013 15:40
Last Modified: 06 Jan 2022 14:37

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