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.
Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.
If you think you should have access to this title, please contact your librarian.