CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS

DOI10.1017/S0266466602182028zbMath1109.62339MaRDI QIDQ4807289

Lung-fei Lee

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602182028

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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