Asymptotic efficiency of the OLSE for po
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Dong Wan Shin; Seuck Heun Song
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Article
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2000
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Elsevier Science
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English
⚖ 103 KB
For polynomial regression models with spatially correlated errors, the covariance matrix of the ordinary least-squares estimator (OLSE) is shown to have the same limiting value as that of the generalized least-squares estimator (GLSE) under the same normalization. This implies that the OLSE is asymp