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

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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

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