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.

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The Answer of 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.

The J-Statistic A χm−k2\chi _ { m - k } ^ { 2 }χm−k2​

The J-Statistic A $\chi _ { m - k } ^ { 2 }$