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Violations of the Classical Assumptions

  • Baltagi B
Springer Berlin Heidelberg, (2011), 95-129
DOI: 10.1007/978-3-642-20059-5_5
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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.\rIn case the OLS estimator is no longer a viable estimator, we derive an alternative estimator and propose some tests that\rwill allow us to check whether this assumption is violated

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APA

Baltagi, B. H. (2011). Violations of the Classical Assumptions. In Econometrics (pp. 95–129). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-20059-5_5

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