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The efficiency of OLS estimator in the linear regression model with spatially correlated errors
Gotu, Butte
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1999
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.
Persistent link: https://www.econbiz.de/10010316631
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The consistency of s2 in the linear regression model when the disturbances are spatially correlated
Gotu, Butte
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1999
Conditions for the consistency of the estimator s2 of the variance of the disturbance a2u under first-order spatial error processes are given.
Persistent link: https://www.econbiz.de/10010316704
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The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
Gotu, Butte
-
1998
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.
Persistent link: https://www.econbiz.de/10010316463
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