Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model (Q3759743)

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Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
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    Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model (English)
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    1987
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    nonindependent disturbances
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    mean squared error
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    Monte Carlo experiments
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    ordinary least squares
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    coefficient estimates
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    generalized least squares
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    spatial autocorrelation
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    limiting relative efficiency
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    correlation patterns
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    eigenvector
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    largest eigenvalue of the spatial dependence matrix
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