The J-Statistic
A)tells You If the Instruments Are Exogenous $\chi _ { m - k } ^ { 2 }$

question 19

Multiple Choice

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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