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

DOI10.1007/BF02925546zbMATH Open0776.62057MaRDI QIDQ3136511FDOQ3136511

Authors: C. Tilke 

Publication date: 18 October 1993

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

Recommendations

• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• Efficiency of the OLS estimator in the vicinity of a spatial unit root
• Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
• Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
• scientific article; zbMATH DE number 1031894

zbMATH Keywords

ordinary least squaresrelative efficiencyOLS-estimatorspatially autocorrelated errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• A test for spatial autocorrelation in seemingly unrelated regressions
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
• Efficiency of the OLS estimator in the vicinity of a spatial unit root
• 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

This page was built for publication: The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3136511)