Finite sample performance of the robust Wald test in simultaneous equation systems
Year of publication: |
1987
|
---|---|
Authors: | Calzolari, Giorgio ; Panattoni, Lorenzo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Simultaneous equations | Wald test | robust covariance matrix estimator | Monte Carlo |
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