Consistency of s2 in the linear regression model when the disturbances are spatially correlated

doi:10.4314/sinet.v23i2.18165

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Consistency of s2 in the linear regression model when the disturbances are spatially correlated

Butte Gotu

Abstract

ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 under first?order spatial error processes are given.

SINET: Ethiopian Journal of Science Vol. 23, No. 2 (December 2000), pp. 181-196

Key words/ phrases: Consistency, ordinary least squares estimator, spatial correlation, spatial error process

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SINET: Ethiopian Journal of Science. ISSN: 0379-2897

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