The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

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.

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Year of publication:	1998
Authors:	Gotu, Butte
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Ordinary least squares \| Generalized least squares \| Best linear unbiased estimator \| Spatial error process \| Spatial correlation

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Series:	Technical Report ; 1998,41
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	811110737 [GVK] hdl:10419/77120 [Handle] RePEc:zbw:sfb475:199841 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316463