Sargan test

Sargan test

The Sargan test is a statistical test used to check for over-identifying restrictions in a statistical model.

See also

* Wu-Hausman test

External links

* [http://www.ne.su.se/education/graduate/05_06/econometrics/notes_per/L4_PPL.pdf Lecture 4] , see under heading "Sargan Test" on page 14


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