Efficiency of the OLS estimator in the vicinity of a spatial unit root
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Cited by:
- Grant Hillier & Federico Martellosio, 2013. "Properties of the maximum likelihood estimator in spatial autoregressive models," CeMMAP working papers 44/13, Institute for Fiscal Studies.
- Preinerstorfer, David & Pötscher, Benedikt M., 2017.
"On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 1-68, February.
- Preinerstorfer, David & Pötscher, Benedikt M., 2014. "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper 55059, University Library of Munich, Germany.
- Grant Hillier & Federico Martellosio, 2013. "Properties of the maximum likelihood estimator in spatial autoregressive models," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2013.
"The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 241-270, September.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 150, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 151, Center for Policy Research, Maxwell School, Syracuse University.
- Patalee, M.A. Buddhika & Tonsor, Glynn T., 2021. "Impact of weather on cow-calf industry locations and production in the United States," Agricultural Systems, Elsevier, vol. 193(C).
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Keywords
Efficiency of OLS Linear regression Spatial autocorrelation Spatial unit root;Statistics
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