A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem
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|Date of creation:||Dec 2005|
|Date of revision:||Jan 2007|
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Web page: http://www.wesleyan.edu/econ/
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- 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.