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In the case of over-identification: а. you can use the F-statistic in a test of overidentifying restrictions. Ob. · you cannot use TSLS for estimation purposes. O c. you must rely on your personal knowledge of the empirical problem at hand to assess whether the instruments are exogenous. O d. OLS and TSLS yield the same estimate. e. All of the above. O f. None of the above.

In the case of over-identification: а. you can use the F-statistic in a test of overidentifying restrictions. Ob. · you cannot use TSLS for estimation purposes. O c. you must rely on your personal knowledge of the empirical problem at hand to assess whether the instruments are exogenous. O d. OLS and TSLS yield the same estimate. e. All of the above. O f. None of the above.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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QUESTION 9 In the case of over-identification: а. you can use the F-statistic in a test of overidentifying restrictions. you cannot use TSLS for estimation purposes. С. you must rely on your personal knowledge of the empirical problem at hand to assess whether the instruments are exogenous. d. OLS and TSLS yield the same estimate. е. All of the above. f. None of the above.
Transcribed Image Text:QUESTION 9 In the case of over-identification: а. you can use the F-statistic in a test of overidentifying restrictions. you cannot use TSLS for estimation purposes. С. you must rely on your personal knowledge of the empirical problem at hand to assess whether the instruments are exogenous. d. OLS and TSLS yield the same estimate. е. All of the above. f. None of the above.
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