Authors
Nayoung Lee, Hyungsik Roger Moon
Publication date
2013/3/22
Journal
Ewha Journal of Social Sciences
Volume
29
Issue
1
Description
This papers surveys for practitioners on specification tests for the validity of the overidentifying restrictions in a minimum distance set-up. The tests include (i) Hansen’s J-test,(ii) Newey’s test,(iii) simulation based test,(iv) bootstrap based test.