Krämer, Prof. Dr. Walter; Hanck, Dr. Christoph - Institut für Wirtschafts- und Sozialstatistik, …
We investigate the OLS-based estimator s2 of the disturbance variance in the standard linear regression model with cross section data when the disturbances are homoskedastic, but spatially correlated. For the most popular model of spatially autoregressive disturbances, we show that s2 can be...