Loading...
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown
Banerjee,A.N. ; Magnus,J.R.
Banerjee,A.N.
Magnus,J.R.
Abstract
Description
Pagination: 37
Date
1996
Journal Title
Journal ISSN
Volume Title
Publisher
Econometrics
Files
Loading...
54.pdf
Adobe PDF, 498.37 KB
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.
