Chapter

Regression Model

Aman Ullah

in Finite Sample Econometrics

Published in print May 2004 | ISBN: 9780198774471
Published online August 2004 | e-ISBN: 9780191601347 | DOI: http://dx.doi.org/10.1093/0198774478.003.0004

Series: Advanced Texts in Econometrics

 Regression Model

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This chapter presents the finite sample analysis of estimators and test statistics in the case of regression models, where the errors have a scalar covariance matrix. Most of the results of the normal distribution have been obtained in econometrics textbooks. The results for the nonnormal cases are presented, which have been rarely discussed in literature.

Keywords: finite sample analysis; regression model; scalar covariance matrix; econometrics

Chapter.  11062 words. 

Subjects: Econometrics and Mathematical Economics

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