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| 3SLS Sargan test [ Reply ] By: Evan Jo on 2022-11-29 19:34 | [forum:49508] |
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Hi! I took a stab at implementing the Sargan test for over-identifying restrictions, in my response here: https://stackoverflow.com/questions/71655500/systemfit-3sls-testing-for-overidentification-restrictions/74619131#74619131 Posting in case this is useful to others. Any feedback/sanity checks would be greatly appreciated! |
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