OLS-Based Estimation of the Disturbance Variance Under Spatial Autocorrelation

Walter Krämer () and Christoph Hanck ()
Additional contact information
Walter Krämer: University of Dortmund, Department of Statistics
Christoph Hanck: University of Dortmund, Department of Statistics

A chapter in Recent Advances in Linear Models and Related Areas, 2008, pp 357-366 from Springer

Keywords: Linear Regression Model; Relative Bias; Disturbance Vector; Small Sample Property; Spatial Autoregressive Model (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2064-5_19

Ordering information: This item can be ordered from
http://www.springer.com/9783790820645

DOI: 10.1007/978-3-7908-2064-5_19

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().