The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated
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Universitätsbibliothek Dortmund
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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.
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best linear unbiased estimator, generalized least squares, ordinary least squares, spatial correlation, spatial error process