The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

DOI10.1007/s003620100054zbMath0999.62039OpenAlexW1987022347MaRDI QIDQ5944072

Butte Gotu

Publication date: 3 December 2002

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/4823

zbMATH Keywords

equalityfirst-order spatial error processesgeneralized least squaresordinary least squares

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Mean driven balance and uniformly best linear unbiased estimators

Cites Work

• Unnamed Item
• Another twist on the equality of OLS and GLS
• Matrix Analysis
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

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