Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alsoKnownAs |
Sargan-Hansen test
|
| gptkbp:alternativeTo |
at least one instrument is invalid
|
| gptkbp:appliesTo |
models with more instruments than endogenous variables
|
| gptkbp:computes |
sample moments
|
| gptkbp:distribution_under_null_hypothesis |
gptkb:chi-squared_distribution
|
| https://www.w3.org/2000/01/rdf-schema#label |
J-statistic
|
| gptkbp:introduced |
1958
|
| gptkbp:namedAfter |
gptkb:John_Denis_Sargan
|
| gptkbp:nullHypothesis |
instruments are valid
|
| gptkbp:testedBy |
overidentifying restrictions
|
| gptkbp:used_in |
econometrics
instrumental variables estimation generalized method of moments |
| gptkbp:bfsParent |
gptkb:Hansen_J-test
|
| gptkbp:bfsLayer |
7
|