The efficiency of OLS estimator in the linear regression model with spatially correlated errors

Butte Gotu

No 1999,06, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear regression model with first order spatial error process are given.

Keywords: Ordinary least squares; Generalized least squares; Efficiency; Spatial error process; Spatial correlation (search for similar items in EconPapers)
Date: 1999
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