The Efficiency of OLS Estimator in the Linear Regression Model With Spatially Correlated Errors
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Date
1999
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Universitätsbibliothek Dortmund
Abstract
Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear regression model with fifirstorder spatial error process are given.
Description
Table of contents
Keywords
efficiency, generalized least squares, ordinary least squares, spatial correlation, spatial error process