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Published:
Jun 9, 2004Keywords:
Efficiency generalized least squares ordinary least squares spatial error process spatial correlation
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The efficiency of OLS estimator in the linear-regression model with spatially correlated errors
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
