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For the over-identification test we learned, under the null hypothesis, the test statistic has a chi-squared distribution with its degree of freedom being a. the
For the over-identification test we learned, under the null hypothesis, the test statistic has a chi-squared distribution with its degree of freedom being a. the number of exogenous regressors. b. the number of endogenous regressors. c. the number of instruments used for 2SL$ estimation. d. the number of excluded instruments minus the number of endogenaus variables
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
