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

Magnus,J.R.
; 
Banerjee,A.N.
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DP9654 Pagination: 28
Date
1999
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Tilburg University Research Output Collection
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Magnus, J R & Banerjee, A N 1999, 'The sensitivity of OLS when the variance matrix is (partially) unknown', Journal of Econometrics, vol. 92, no. 2, pp. 295-323.
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https://hdl.handle.net/20.500.14602/35000
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