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A method of estimating the average derivative
Banerjee, Anurag - In: Journal of Econometrics 136 (2007) 1, pp. 65-88
Persistent link: https://www.econbiz.de/10005285703
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The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag N.; Magnus, Jan R. - In: Journal of Econometrics 92 (1999) 2, pp. 295-323
Persistent link: https://www.econbiz.de/10005285862
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag N.; Magnus, Jan R. - In: Journal of Econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10005239137