The sensitivity of OLS when the variance matrix is (partially) unknown
type: Item
instance of: scholarly article
title: The sensitivity of OLS when the variance matrix is (partially) unknown
zbMATH Open document ID: 0951.62050
DOI: 10.1016/S0304-4076(98)00093-1
author: Anurag N. Banerjee
author: Jan R. Magnus
published in: Journal of Econometrics
publication date: 1999-11-08T00:00:00Z
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1358168
zbMATH Keywords: least squares
zbMATH Keywords: autocorrelation
zbMATH Keywords: sensitivity
zbMATH Keywords: Durbin-Watson test
describes a project that uses: nag
describes a project that uses: NAG
MaRDI profile type: Publication
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Wikidata QID: Q126340661
description: scientific article; zbMATH DE number 1358168