The J-Statistic
A)tells You If the Instruments Are Exogenous $\chi _ { m - k } ^ { 2 }$

Multiple Choice

The J-statistic

A) tells you if the instruments are exogenous.
B) provides you with a test of the hypothesis that the instruments are exogenous for the case of exact identification.
C) is distributed $\chi _ { m - k } ^ { 2 }$ where m-k is the degree of overidentification.
D) is distributed $\chi _ { m - k } ^ { 2 }$ where m-k is the number of instruments minus the number of regressors.