I have been trying to look for a reference on the theory behind using the F-test to test for the equality of regression coefficients. The closest I could find is this, which is for general linear restrictions: http://www.mattblackwell.org/files/teaching/ftests.pdf. Google seems to have failed me.

Could you point me in the right direction for a theoretical reference on using F-tests to test for equality of regression coefficients? Thanks a lot in advance!


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