Which Null Hypothesis Do Overidentification Restrictions Actually Test?

De Blander, Rembert
(2008) Economics Bulletin — Vol. 3, n° 76, p. 1-9 (2008)

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  • De Blander, RembertUCLouvain
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Abstract
In this note I investigate which alternatives are detected by over-identifying restrictions tests, when we test the null hypothesis that all excluded instruments are exogenous. A reformulated null hypothesis will result in a consistent test.
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De Blander, R. (2008). Which Null Hypothesis Do Overidentification Restrictions Actually Test? Economics Bulletin, 3(76), 1-9. https://hdl.handle.net/2078.5/149369 (Original work published 2008)