The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
type: Item
instance of: scholarly article
title: The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
zbMATH Open document ID: 1207.91051
author: Christoph Hanck
author: Walter Krämer
published in: Economics Letters
publication date: 2011-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5842727
zbMATH Keywords: panel data
zbMATH Keywords: spatial error correlation
zbMATH Keywords: bias
MaRDI profile type: Publication
full work available at URL: j.econlet.2010.09.015
OpenAlex ID: W2155840914
cites work: Q5708419
cites work: Rao's score test in spatial econometrics
cites work: Matrix Analysis
cites work: Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
cites work: Q4716820
cites work: Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
cites work: A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
cites work: SERIAL CORRELATION IN REGRESSION ANALYSIS. I
cites work: ON STATIONARY PROCESSES IN THE PLANE
DOI: 10.1016/J.ECONLET.2010.09.015
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description: scientific article; zbMATH DE number 5842727