A cautionary note on tests of overidentifying restrictions

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. ► Tests of overidentifying restrictions...

Full description

Saved in:
Bibliographic details
Volume: 115
Main Author: Parente, Paulo M.D.C
Santos Silva, J.M.C
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: LAUSANNE Elsevier B.V 01.05.2012
ELSEVIER SCIENCE SA
published in: Economics letters Vol. 115; no. 2; pp. 314 - 317
ORCID: 0000-0002-4057-2359
Data of publication: May 2012
ISSN: 0165-1765
1873-7374
EISSN: 1873-7374
Discipline: Economics
Subjects:
GMM
C52
C13
C12
GMM
C51
Online Access: available in Bonn?
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2012
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS