The sensitivity of OLS when the variance matrix is (partially) unknown

J.R. Magnus, A.N. Banerjee

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
Original languageEnglish
Pages (from-to)295-323
Number of pages28
JournalJournal of Econometrics
Volume92
Issue number2
Publication statusPublished - 1999

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