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

Anurag Banerjee () and Jan R. Magnus ()

Journal of Econometrics, 1999, vol. 92, issue 2, pages 295-323

Date: 1999
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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