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Finite Sample Econometrics$
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Finite Sample Econometrics

Aman Ullah

Print publication date: 2004

Print ISBN-13: 9780198774471

Published to Oxford Scholarship Online: August 2004

DOI: 10.1093/0198774478.001.0001

Regression Model

Chapter:
(p. 75 ) 4 Regression Model
Source:
Finite Sample Econometrics
Author(s):

Aman Ullah (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0198774478.003.0004

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

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