Wald Tests and Systems of Stochastic Equations
AbstractThe following sections are included:INTRODUCTIONTHE DERIVATION OF THE VARIANCE COVARIANCE MATRIX UNDER THE MULTIVARIATE NORMALITY ASSUMPTIONDISTRIBUTIONAL MISSPECIFICATION AND WALD TESTSAN EMPIRICAL APPLICATION TO PANEL DATACONCLUSIONREFERENCES
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Volume (Year): 28 (1987)
Issue (Month): 3 (October)
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