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

A.N. Banerjee, J.R. Magnus

Research output: Working paperDiscussion paperOther research output

247 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages37
Volume1996-54
Publication statusPublished - 1996

Publication series

NameCentER Discussion Paper
Volume1996-54

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). Econometrics.