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The J-Statistic

Question 38

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 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 where m-k is the degree of overidentification. D) is distributed where m-k is the number of instruments minus the number of regressors. where m-k is the degree of overidentification.
D) is distributed 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 where m-k is the degree of overidentification. D) is distributed where m-k is the number of instruments minus the number of regressors. where m-k is the number of instruments minus the number of regressors.

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