Authors: | Gotu, Butte |
Title: | The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated |
Language (ISO): | en |
Abstract: | Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with fifirst-order spatial error processes are given. |
Subject Headings: | best linear unbiased estimator generalized least squares ordinary least squares spatial correlation spatial error process |
URI: | http://hdl.handle.net/2003/4823 http://dx.doi.org/10.17877/DE290R-15060 |
Issue Date: | 1998 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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98_41.pdf | DNB | 159.72 kB | Adobe PDF | View/Open |
tr41-98.ps | 144.31 kB | Postscript | View/Open |
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