How to test the overidentifying in 3sls ?

06 June 2019 0 412 Report

Dear all,

Does anyone know how to test the overidentifying in a simultaneous equations (3SLS). Sargan and Hansen tests are just used for a single equation but I need the test for the whole system (3SLS ) of many simultaneous equations. Could you please help me with Stata code for Sargan and Hansen tests after 3SLS for the whole system and Can I use 2SLS to test the overidentifying restrictions after reg3.

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