The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors

DOI10.1007/BF02925546MaRDI QIDQ3136511zbMATH OpenFDO

Authors C. Tilke

Publication date 18 October 1993

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

ordinary least squaresrelative efficiencyOLS-estimatorspatially autocorrelated errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 4054863 (Why is no real title available?)
• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• A test for spatial autocorrelation in seemingly unrelated regressions
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model

Cited in

(10)

• Influence of spatial autocorrelation on a fixed-effect model used to evaluate treatment of oil spills
• scientific article; zbMATH DE number 3874437 (Why is no real title available?)
• Efficiency of the OLS estimator in the vicinity of a spatial unit root
• The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
• A general condition for an optimal limiting efficiency of OLS in the general linear regression model
• The effect of spatial autocorrelation on the error rates of the linear discriminant functions
• Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
• The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
• Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model

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