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DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Hanck, Christoph | - |
dc.contributor.author | Krämer, Walter | - |
dc.date.accessioned | 2006-11-10T07:46:03Z | - |
dc.date.available | 2006-11-10T07:46:03Z | - |
dc.date.issued | 2006-11-10T07:46:03Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/23077 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15402 | - |
dc.description.abstract | We investigate the OLS-based estimator s^2 of the disturbance variance in the standard linear regression model with cross section data when the disturbances are homoskedastic, but spatially correlated. For the most popular model of spatially autoregressive disturbances, we show that s^2 can be severely biased in finite samples, but is asymptotically unbiased and consistent for most types of spatial weighting matrices as sample size increases. | en |
dc.format.extent | 163986 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.subject | Bias | en |
dc.subject | Regression | en |
dc.subject | Spatial error correlation | en |
dc.subject | Variance | en |
dc.subject.ddc | 004 | - |
dc.title | OLS-based estimation of the disturbance variance under spatial autocorrelation | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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tr42-06.pdf | DNB | 160.14 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt.
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