Banerjee, Anurag N.; Magnus, Jan R. On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification. (English) Zbl 0970.62042 J. Econom. 95, No. 1, 157-176 (2000). MSC: 62J05 62H15 62F30 62M10 62P20 PDFBibTeX XMLCite \textit{A. N. Banerjee} and \textit{J. R. Magnus}, J. Econom. 95, No. 1, 157--176 (2000; Zbl 0970.62042) Full Text: DOI
Banerjee, Anurag N.; Magnus, Jan R. The sensitivity of OLS when the variance matrix is (partially) unknown. (English) Zbl 0951.62050 J. Econom. 92, No. 2, 295-323 (1999). MSC: 62J05 PDFBibTeX XMLCite \textit{A. N. Banerjee} and \textit{J. R. Magnus}, J. Econom. 92, No. 2, 295--323 (1999; Zbl 0951.62050) Full Text: DOI