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

216 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). Tilburg: Econometrics.
Banerjee, A.N. ; Magnus, J.R. / Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown. Tilburg : Econometrics, 1996. (CentER Discussion Paper).
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year = "1996",
language = "English",
volume = "1996-54",
series = "CentER Discussion Paper",
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type = "WorkingPaper",
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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.

Tilburg : Econometrics, 1996. (CentER Discussion Paper; Vol. 1996-54).

Research output: Working paperDiscussion paperOther 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).