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

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

Year of publication:	1999
Authors:	Gotu, Butte
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Ordinary least squares \| Consistency \| Spatial error process \| Spatial correlation

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Series:	Technical Report ; 1999,07
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	768051908 [GVK] hdl:10419/77361 [Handle] RePEc:zbw:sfb475:199907 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316704