Efficiency of the OLS estimator in the vicinity of a spatial unit root

DOI10.1016/j.spl.2011.03.030zbMath1219.62093OpenAlexW2042985748MaRDI QIDQ553066

Federico Martellosio

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.030

zbMATH Keywords

linear regressionspatial autocorrelation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX ⋮ THE CORRELATION STRUCTURE OF SPATIAL AUTOREGRESSIONS

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