The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

Authors:	Gotu, Butte
Title:	The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated
Language (ISO):	en
Abstract:	Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with fifirst-order spatial error processes are given.
Subject Headings:	best linear unbiased estimator generalized least squares ordinary least squares spatial correlation spatial error process
URI:	http://hdl.handle.net/2003/4823 http://dx.doi.org/10.17877/DE290R-15060
Issue Date:	1998
Provenance:	Universitätsbibliothek Dortmund
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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