The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

Butte Gotu

No 1998,41, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with firstorder spatial error processes are given.

Keywords: Ordinary least squares; Generalized least squares; Best linear unbiased estimator; Spatial error process; Spatial correlation (search for similar items in EconPapers)
Date: 1998
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