A note on S2 in a spatially correlated error components regression model for panel data

Seuck Heun Song and Jaejun Lee

Economics Letters, 2008, vol. 101, issue 1, 41-43

Abstract: The ordinary least squares based estimator of the disturbance variance in a panel regression model with spatially correlated error component is shown to be asymptotically unbiased and weakly consistent without any restrictions on the regressor matrix.

Keywords: Spatial; correlation; errors; Panel; data; OLSE; Asymptotic; unbiasedness; Consistency (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:101:y:2008:i:1:p:41-43

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