Violations of the Classical Assumptions

Badi Baltagi

Chapter Chapter 5 in Econometrics, 2011, pp 95-129 from Springer

Abstract: Abstract In this chapter, we relax the assumptions made in Chapter 3 one by one and study the effect of that on the OLS estimator. In case the OLS estimator is no longer a viable estimator, we derive an alternative estimator and propose some tests that will allow us to check whether this assumption is violated.

Keywords: Serial Correlation; Generalize Little Square; Classical Assumption; Regression Package; Real Gross National Product (search for similar items in EconPapers)
Date: 2011
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Chapter: Violations of the Classical Assumptions (2015)
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DOI: 10.1007/978-3-642-20059-5_5

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