Finite sample performance of the robust Wald test in simultaneous equation systems
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More about this item
KeywordsSimultaneous equations; Wald test; robust covariance matrix estimator; Monte Carlo;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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