To calculate the J-statistic you regress the A)squared values of the TSLS residuals on all exogenous variables and the instruments. The statistic is then the number of observations times the regression R². B)TSLS residuals on all exogenous variables and the instruments. You then multiply the homoskedasticity-only F-statistic from that regression by the number of instruments. C)OLS residuals from the reduced form on the instruments. The F-statistic from this regression is the J-statistic. D)TSLS residuals on all exogenous variables and the instruments. You then multiply the heteroskedasticity-robust F-statistic from that regression by the number of instruments.

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The Answer of To calculate the J-statistic you regress the A)squared values of the TSLS residuals on all exogenous variables and the instruments. The statistic is then the number of observations times the regression R². B)TSLS residuals on all exogenous variables and the instruments. You then multiply the homoskedasticity-only F-statistic from that regression by the number of instruments. C)OLS residuals from the reduced form on the instruments. The F-statistic from this regression is the J-statistic. D)TSLS residuals on all exogenous variables and the instruments. You then multiply the heteroskedasticity-robust F-statistic from that regression by the number of instruments.

To Calculate the J-Statistic You Regress the