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LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS

✍ Scribed by Francisco-Fernández, M.; Vilar-Fernández, J. M.


Book ID
126729602
Publisher
Taylor and Francis Group
Year
2001
Tongue
English
Weight
287 KB
Volume
30
Category
Article
ISSN
0361-0926

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Asymptotic efficiency of the OLSE for po
✍ 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