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