The efficiency of OLS estimator in the linear-regression model with spatially correlated errors
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