Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors

Dong Wan Shin and Seuck Heun Song

Statistics & Probability Letters, 2000, vol. 47, issue 1, 1-10

Abstract: For polynomial regression models with spatially correlated errors, the covariance matrix of the ordinary least-squares estimator (OLSE) is shown to have the same limiting value as that of the generalized least-squares estimator (GLSE) under the same normalization. This implies that the OLSE is asymptotically efficient.

Keywords: Polynomial; regression; model; Spatial; correlation; Efficiency; OLSE; GLSE (search for similar items in EconPapers)
Date: 2000
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