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A Residuals-Based Wald Test for the Linear Simultaneous Equation

Authors: Lo, Andrew W. ; Newey, Whitney K.
Institutions: Rodney L. White Center for Financial Research, Wharton School of Business
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Series:
Rodney L. White Center for Financial Research Working Papers.
Type of publication: Book / Working Paper
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005656900
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