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