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

Journal of Econometrics

Volumn 92, Issue 2, 1999, Pages 295-323

  Banerjee, Anurag N ^a   Magnus, Jan R ^b  

^a QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Autocorrelation; Durbin Watson test; Least squares; Linear regression; Sensitivity

Indexed keywords

EID: 0347243180     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00093-1     Document Type: Article

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