A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem
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References listed on IDEAS
- Michael C. Lovell, 1963. "Seasonal Adjustment of Economic Time Series and Multiple Regression," Cowles Foundation Discussion Papers 151, Cowles Foundation for Research in Economics, Yale University.
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- De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
- Antonio E. Noriega & Daniel Ventosa-Santaulària, 2011. "A Simple Test for Spurious Regressions," Working Papers 2011-05, Banco de México.
- Asatryan, Zareh & Feld, Lars P., 2015.
"Revisiting the link between growth and federalism: A Bayesian model averaging approach,"
Journal of Comparative Economics,
Elsevier, vol. 43(3), pages 772-781.
- Asatryan, Zareh & Feld, Lars P., 2013. "Revisiting the link between growth and federalism: A Bayesian model averaging approach," ZEW Discussion Papers 13-049, ZEW - Leibniz Centre for European Economic Research.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2006-03-25 (Econometrics)
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