Supplement to "Inference for Large-Scale Linear Systems with Known Coefficients"

This Supplemental Appendix is organized as follows. Section M.1 contains computational details on the implementation of our test. Section M.2 contains a Monte Carlo experiment examining the performance of our proposed procedure.

Zheng Fang, Andres Santos, Azeem M. Shaikh, and Alexander Torgovitsky
Online Appendix

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