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The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors

✍ Scribed by C. Tilke


Book ID
112939433
Publisher
Springer-Verlag
Year
1993
Tongue
English
Weight
192 KB
Volume
34
Category
Article
ISSN
0932-5026

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Asymptotic efficiency of the OLSE for po
✍ Dong Wan Shin; Seuck Heun Song πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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