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- Title
A COMMENT ON THE TEST OF OVERIDENTIFYING RESTRICTIONS.
- Authors
Kadane, Joseph B.; Anderson, T. W.
- Abstract
The article focuses on the test of overidentifying economic restrictions. Confusion in the literature has been the result of the test of overidentifying restrictions of one equation in a simultaneous system proposed by Anderson and Rubin and increased by Koopman and Hood. The test does not really test the null hypothesis according to Liu and Breen because of restriction on the endogenous variables. There is also a problem in the expression of the null hypothesis in terms of the structural form.
- Subjects
ECONOMETRICS; MATHEMATICAL models of consumption; ECONOMICS; ECONOMIC models; MATHEMATICAL models; TRADE regulation; RESTRICTIONS; HYPOTHESIS; SOCIAL sciences
- Publication
Econometrica, 1977, Vol 45, Issue 4, p1027
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912691