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The efficiency of OLS estimator in the linear regression model with spatially correlated errors

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  • Gotu, Butte

Abstract

Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear regression model with first order spatial error process are given.

Suggested Citation

  • Gotu, Butte, 1999. "The efficiency of OLS estimator in the linear regression model with spatially correlated errors," Technical Reports 1999,06, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:199906
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    File URL: https://www.econstor.eu/bitstream/10419/77288/2/1999-06.pdf
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    References listed on IDEAS

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    1. Kramer, Walter & Baltagi, Badi, 1996. "A general condition for an optimal limiting efficiency of OLS in the general linear regression model," Economics Letters, Elsevier, vol. 50(1), pages 13-17, January.
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