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~person:"Gotu, Butte"
~subject:"Estimation theory"
~subject:"Spillover effect"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Estimation theory
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Correlation
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Räumliche Interaktion
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Gotu, Butte
Pesaran, M. Hashem
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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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
Persistent link: https://www.econbiz.de/10009793261
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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
Persistent link: https://www.econbiz.de/10009793262
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3
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/10010438763
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