Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors

Asymptotic efficiency of the OLSE for po

Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors

✍ Dong Wan Shin; Seuck Heun Song 📂 Article 📅 2000 🏛 Elsevier Science 🌐 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