The efficiency of OLS estimator in the linear-regression model with spatially correlated errors

Gotu, Butte

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Publication date

June 2004

DOI

10.4314/sinet.v24i1.18173

Publisher

African Journals Online (AJOL)

Abstract

Bounds for the efficiency of ordinary least squares estimator relative to generalized least squares estimator in the linear regression model with first-order spatial error process are given. SINET: Ethiopian Journal of Science Vol. 24, No. 1 (June 2001), pp. 17-33 Key words/phrases: Efficiency, generalized least squares, ordinary least squares, spatial error process, spatial correlatio

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The efficiency of OLS estimator in the linear-regression model with spatially correlated errors

Abstract

Extracted data

The efficiency of OLS estimator in the linear-regression model with spatially correlated errors

Abstract

Extracted data

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