Statements (14)
Predicate | Object |
---|---|
gptkbp:instanceOf |
statistical analysis
|
gptkbp:alternativeName |
gptkb:J-statistic
overidentification test |
gptkbp:appliesTo |
generalized method of moments
|
gptkbp:distributionUnderNull |
gptkb:chi-squared_distribution
|
https://www.w3.org/2000/01/rdf-schema#label |
Hansen J-test
|
gptkbp:introducedIn |
1982
|
gptkbp:namedAfter |
gptkb:Lars_Peter_Hansen
|
gptkbp:nullHypothesis |
all instruments are valid
|
gptkbp:relatedTo |
instrumental variables
|
gptkbp:usedFor |
testing overidentifying restrictions
|
gptkbp:usedIn |
econometrics
|
gptkbp:bfsParent |
gptkb:Generalized_Method_of_Moments
|
gptkbp:bfsLayer |
6
|