The consistency of s2 in the linear regression model when the disturbances are spatially correlated

Butte Gotu

No 1999,07, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: Conditions for the consistency of the estimator s2 of the variance of the disturbance a2u under first-order spatial error processes are given.

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