The sensitivity of OLS when the variance matrix is (partially) unknown
| Year of publication: |
1999
|
|---|---|
| Authors: | Banerjee, Anurag N. ; Magnus, Jan R. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 92.1999, 2, p. 295-323
|
| Publisher: |
Elsevier |