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
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Ordinary least squares \| Generalized least squares \| Efficiency \| Spatial error process \| Spatial correlation

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 1999,06
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010955518