Construct · 1 fields · 1 citations

Sargan test: a standalone construct

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Sargan test1 CONSTRUCTSargan testSARGAN · ECONOMETRICS

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Econometrics

a test of whether extra instruments are valid, based on whether residuals are uncorrelated with the instruments.

In econometrics, Sargan test refers to a test of whether extra instruments are valid, based on whether residuals are uncorrelated with the instruments. This meaning comes from Sargan (1958) in Econometrica.[1]

Unit
Recovery means
Measured by

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References

  1. Sargan, J. D. (1958). The Estimation of Economic Relationships using Instrumental Variables. Econometrica, 26(3), 393. https://doi.org/10.2307/1907619

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