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1. 1. Small sample performances of two tests for overidentifying restrictions

   University essay from Nationalekonomiska institutionen

   Author : Can Tongur; [2006]
   Keywords : specification tests; weak instruments; size; power.;

   Abstract : 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. READ MORE