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

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.

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

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Series:	Technical Report ; 1999,06
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	76805205X [GVK] hdl:10419/77288 [Handle] RePEc:zbw:sfb475:199906 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316631