Original language | English |
---|---|

Place of Publication | Tilburg |

Publisher | Econometrics |

Number of pages | 37 |

Volume | 1996-54 |

Publication status | Published - 1996 |

### Publication series

Name | CentER Discussion Paper |
---|---|

Volume | 1996-54 |

### Keywords

- least squares
- sensitivity analysis
- linear regression model

### Cite this

Banerjee, A. N., & Magnus, J. R. (1996).

*Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown*. (CentER Discussion Paper; Vol. 1996-54). Tilburg: Econometrics.@techreport{e942b349586c4201922808939e18f501,

title = "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown",

keywords = "least squares, sensitivity analysis, linear regression model",

author = "A.N. Banerjee and J.R. Magnus",

note = "Pagination: 37",

year = "1996",

language = "English",

volume = "1996-54",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}

Banerjee, AN & Magnus, JR 1996 'Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown' CentER Discussion Paper, vol. 1996-54, Econometrics, Tilburg.

**Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown.** / Banerjee, A.N.; Magnus, J.R.

Research output: Working paper › Discussion paper › Other research output

TY - UNPB

T1 - Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown

AU - Banerjee, A.N.

AU - Magnus, J.R.

N1 - Pagination: 37

PY - 1996

Y1 - 1996

KW - least squares

KW - sensitivity analysis

KW - linear regression model

M3 - Discussion paper

VL - 1996-54

T3 - CentER Discussion Paper

BT - Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown

PB - Econometrics

CY - Tilburg

ER -

Banerjee AN, Magnus JR. Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown. Tilburg: Econometrics. 1996. (CentER Discussion Paper).