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PDF Availablehttps://doi.org/10.1016/j.econlet.2009.06.009
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Cite Journal: Economics Letters |  Publication Date: Jun 21, 2009 |
 Citations: 1 |
Affiliation: University of Manchester
In the normal linear simultaneous equations model, we demonstrate a close relationship between two recently proposed methods of instrument selection by presenting a fundamental relationship between the two sets of canonical correlations upon which the methods are based.
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