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.

Question

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.

Quizplus · Accepted Answer

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

The J-Statistic