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
Issue Date: 1998
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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