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The efficiency of OLS estimator in the linear-regression model with spatially correlated errors
Butte Gotu
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 correlation
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SINET: Ethiopian Journal of Science. ISSN: 0379-2897