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

DOI10.1007/BF02925546zbMath0776.62057MaRDI QIDQ3136511

C. Tilke

Publication date: 18 October 1993

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

ordinary least squaresrelative efficiencyOLS-estimatorspatially autocorrelated errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (3)

Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors ⋮ A general condition for an optimal limiting efficiency of OLS in the general linear regression model ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root

Cites Work

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• A test for spatial autocorrelation in seemingly unrelated regressions
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model

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