Ashley, Richard A.; Parmeter, Christopher F. - In: Econometrics : open access journal 8 (2020) 1/11, pp. 1-24
This work describes a versatile and readily-deployable sensitivity analysis of an ordinary least squares (OLS … model. This sensitivity analysis is based on a derivation of the sampling distribution of the OLS parameter estimator … made, beyond the usual ones for a model with stochastic regressors. The sensitivity analysis quantifies the sensitivity of …