Small sample performances of two tests for overidentifying restrictions
Two new specification tests for overidentifying restrictions proposed by Hahn and Hausman (2002:b) are here tested and compared to the classical Sargan test. Power properties are found to be very similar in overall performance, while Sargan generally has better size than the new tests. Also, size is...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Nationalekonomiska institutionen
2006
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6367 |