Add to ORKGThe ordinary least squares based estimator of the disturbance variance in a panel regression model with spatially correlated error component is shown to be asymptotically unbiased and weakly consistent without any restrictions on the regressor matrix.Spatial correlation errors Panel data OLSE Asymptotic unbiasedness Consistency
This thesis considers a dynamic panel data model with error components that are correlated both spat...
This paper compares various forecasts using panel data with spatial error correla-tion. The true dat...
Regressions using data with known locations are increasingly used in empirical economics, and severa...
We investigate the OLS-based estimator s2 of the disturbance variance in an error component linear p...
We investigate the OLS-based estimator s(2) of the disturbance variance in an error component linear...
We investigate the OLS-based estimator s(2) of the disturbance variance in an error component linear...
We investigate the OLS-based estimator s(2) of the disturbance variance in an error component linear...
ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...
The OLS-estimator of the disturbance variance in the linear regression model is shown to be asymptot...
We derive bounds for the relative bias of the 0LS-based estimate s2 of the disturbance variance in t...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
We consider inference about a scalar coefficient in a linear regression with spatially correlated er...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
This paper compares various forecasts using panel data with spatial error correla-tion. The true dat...
Regressions using data with known locations are increasingly used in empirical economics, and severa...
We investigate the OLS-based estimator s2 of the disturbance variance in an error component linear p...
We investigate the OLS-based estimator s(2) of the disturbance variance in an error component linear...
We investigate the OLS-based estimator s(2) of the disturbance variance in an error component linear...
We investigate the OLS-based estimator s(2) of the disturbance variance in an error component linear...
ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...
The OLS-estimator of the disturbance variance in the linear regression model is shown to be asymptot...
We derive bounds for the relative bias of the 0LS-based estimate s2 of the disturbance variance in t...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
This paper considers methods for estimating the slope coefficients in large panel data models that a...
We consider inference about a scalar coefficient in a linear regression with spatially correlated er...
This thesis considers a dynamic panel data model with error components that are correlated both spat...
This paper compares various forecasts using panel data with spatial error correla-tion. The true dat...
Regressions using data with known locations are increasingly used in empirical economics, and severa...