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

Butte Gotu

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.

Year of publication:	1998
Authors:	Gotu, Butte
Publisher:	Dortmund : SFB 475, Universität Dortmund
Subject:	Ordinary least squares \| Generalized least squares \| Best linear unbiased estimator \| Spatial error process \| Spatial correlation \| Schätztheorie \| Estimation theory \| Kleinste-Quadrate-Methode \| Least squares method \| Regionalökonomik \| Regional economics \| Korrelation \| Correlation

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