Econometrics pp 99-135 | Cite as

Violations of the Classical Assumptions

  • Badi H. Baltagi

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. In case the OLS estimator is no longer a viable estimator, we derive an alternative estimator and propose some tests that will allow us to check whether this assumption is violated.

Keywords

Covariance Income Beach Resid Autocorrelation 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Badi H. Baltagi
    • 1
  1. 1.Department of EconomicsTexas A&M UniversityCollege StationUSA

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