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

  • Butte Gotu Department of Statistics, Faculty of Science, Addis Ababa University PO Box 1176, Addis Ababa, Ethiopia
Keywords: Consistency, ordinary least squares estimator, spatial correlation, spatial error process

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
Published
2004-06-09
Section
Articles

Journal Identifiers


eISSN: 2520-7997
print ISSN: 0379-2897