Sargan test for spatial models

[Dario Maimone Ansaldo Patti]

Dear All,

I have one quick question. I tried to provide an answer by myself but I could not. Is there any test for spatial iv models, which is the equivalent to the Hansen-Sargan test to check the validity of instruments?

Thanks in advance for your feedback.

Dario

[Sebastian Kripfganz]

In principle, the Hansen test is still applicable in spatial models.

[Dario Maimone Ansaldo Patti]

Sebastian Kripfganz thanks for your reply. Do you mean straight away without additional assumptions? Since Stata does not offer any option, I should construct it "manually". Is that correct?