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

Banerjee,A.N.
Magnus,J.R.
Abstract
Description
Pagination: 37
Date
1996
Journal Title
Journal ISSN
Volume Title
Publisher
Econometrics
Research Projects
Organizational Units
Journal Issue
Keywords
least squares, sensitivity analysis, linear regression model
Citation
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, Tilburg.
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