A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 3
Pages: 901-904

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In the linear instrumental variables model, we characterize fixed alternatives against which the test of overidentifying restrictions (OR) is inconsistent. When there is the notion of a “true parameter”, we relate this inconsistency result to the literature on optimality properties of various versions of the test of OR.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:3:p:901-904
Journal Field
General
Author Count
1
Added to Database
2026-01-25